I have a set of data points that I an trying to approximate with a few different probability distributions such as the gaussian or student t distributions to see which fits best.
The first step to doing this is plotting the distribution of points themselves. As per my last question, I centered the points around zero and normalized the variance = 1. Now I would like to plot these points to compare to continuous distributions. How does one do this?
I am currently using a histogram method in which I split up the points into $x$ buckets and plot the height of each bucket. Now I realize this doesn't make sense because the resulting distribution of points in the histogram is entirely dependent on the value I choose for $x$.
What is the proper way of doing this? There must be a fundamental concept I'm missing.