OTOH, if you know they're integers (as you assume), you might use a simple histogram. Not the same, because you'd have to range the histogram -- but we seem to

OTOH, if you know they're integers (as you assume), you might use a simple histogram. Not the same, because you'd have to range the histogram -- but we seem to not mind throwing out a lot of data to get in the ballpark anyway. And if you don't know they're integers, you have to find a scaling rule for your increment that assures convergence. This is the same problem as bucket size selection for the histogram.