pdf estimation

[CdeMills]

Hello,
let's define x as x=randn(200,1);

An approximation of x cdf can be obtained as
plot(sort(x), (0:199)/200);

I tried to estimate the pdf as:
pp=spline(sort(x), (0:199)/200);
ppd=ppder(pp);
x_pdf = ppval(ppd, sort(x))

but the obtained values just exhibit large spikes and nothing usefull can be
extracted. Is there some way, starting from a random variable, to obtain a
smooth estimator of its cdf which can lead to an estimator of its pdf ?

Regards

Pascal


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