Github user MechCoder commented on the pull request:

    https://github.com/apache/spark/pull/6383#issuecomment-104984400
  
    Note: In master
    
        import org.apache.commons.math3.distribution.NormalDistribution
        import org.apache.spark.mllib.stat.KernelDensity
    
        val rdd = sc.parallelize(Array(5.0))
        val evaluationPoints = Array(5.0, 6.0)
        val densities = new 
KernelDensity().setSample(rdd).setBandwidth(3.0).estimate(evaluationPoints)
        val normal = new NormalDistribution(5.0, 3.0)
    
        densities(0) - normal.density(5.0)
        res1: Double = -0.06649038006690546
    
        val rdd = sc.parallelize(Array(5.0, 10.0))
        val evaluationPoints = Array(5.0, 6.0)
        val densities = new 
KernelDensity().setSample(rdd).setBandwidth(3.0).estimate(evaluationPoints)
        val normal1 = new NormalDistribution(5.0, 3.0)
        val normal2 = new NormalDistribution(10.0, 3.0)
    
        
        densities(0) - (normal1.density(5.0) + normal2.density(5.0)) / 2
        res2: Double = -0.04153495159951512
    
    Hence the tests pass
    
    cc @jkbradley @mengxr



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