title: Weighted Gaussian kernel density estimation in `python`
body: <p><strong>Update</strong>: Weighted samples are now supported by <code>scipy.stats.gaussian_kde</code>. See <a href="https://stackoverflow.com/questions/27623919/weighted-gaussian-kernel-density-estimation-in-python/27623920#27623920">here</a> and <a href="https://github.com/scipy/scipy/pull/8991" rel="nofollow noreferrer">here</a> for details.</p>
  <p>It is currently not possible to use <code>scipy.stats.gaussian_kde</code> to estimate the density of a random variable based on <a href="http://en.wikipedia.org/wiki/Sampling_%28statistics%29#Survey_weights" rel="nofollow noreferrer">weighted samples</a>. What methods are available to estimate densities of continuous random variables based on weighted samples?</p>