Python source code: [download source: plot_density.py]
import arviz as az
az.style.use('arviz-darkgrid')
centered_data = az.load_arviz_data('centered_eight')
non_centered_data = az.load_arviz_data('non_centered_eight')
az.plot_density([centered_data, non_centered_data],
data_labels=['Centered', 'Non Centered'],
var_names=['theta'],
shade=0.1)