This is not what I am actually confronting, but I think it will make you understand my point easily.

What I want to know is the true distribution of the hair length of a man.

So I randomly chose 10 men, and I took random 100 hairs from each of them.

Now, I have 10 probability density plots.

How should I estimate the distribution of the hair length and the 95 confidence interval of the distribution?

Thank you.

Jun