x = randn( 100, 1 );   % generate some data
bins1 = -4:2:4;        % large bins
bins2 = -4:0.5:4;      % small bins
subplot( 1, 2, 1 );
hold on;
hist( x, bins1 );
hist( x, bins2 );
xlabel('x')
ylabel('Frequeny')
hold off;
subplot( 1, 2, 2 );
hold on;
% normalize to the rigtht bin size:
hist( x, bins1, 1.0/(bins1(2)-bins1(1)) );
hist( x, bins2, 1.0/(bins2(2)-bins2(1)) );
xlabel('x')
ylabel('Probability density')
hold off;