Session 3 of Visiting Professor on Wednesday 15 May 2024 focused on providing theoretical material about density estimation on histograms and general kernel density estimation. Prof. Wu explained that density estimation can be done using parametric estimation and non-parametric estimation. Parametric estimation methods can use the Maximum Likelihood Estimator (MLE) while non-parametric estimation methods can use histogram estimation. Apart from that, for nonparametric methods, we can also use general kernel density estimation. Some types include Epanechnikov kernel, Triangle kernel, and Normal kernel.