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Make a Histogram

You can use Histogram to generate a histogram of a dataset on a probability density scale.

    
Generate a sample dataset from the gamma distribution with RandomVariate and construct the histogram:
Wolfram Language code: data = RandomVariate[GammaDistribution[4, 12.5], 10 ^ 4]; hist = Histogram[data, Automatic, "ProbabilityDensity"]
Visualize the theoretical density function:
Wolfram Language code: pl = Plot[PDF[GammaDistribution[4, 12.5], x], {x, 0, 200}]
Display the histogram and the function together:
Wolfram Language code: Show[hist, pl]