@b3m2a1 If you're looking for a parametric density function (i.e., one that fits the data with relatively few parameters) that can be "used" outside of
Mathematica, then finding one using the Pearson system is one way to go:
en.wikipedia.org/wiki/Pearson_distribution. This requires estimates of the square of skewness (3rd moment) and kurtosis (4th moment).