data=BlockRandom[SeedRandom[3];
RandomVariate[dist=MixtureDistribution[{1/2,3,1},{NormalDistribution[-4,.4],NormalDistribution[0,2],NormalDistribution[2.5,.6]}],500]];

𝒟=SmoothKernelDistribution[data];
bSamp=RandomChoice[data,{250,Length[data]}];
Subscript[𝒟,B]=SmoothKernelDistribution[#]&/@bSamp;

pdf=Table[PDF[i,rng=Range[-7.,7,.05]],{i,Subscript[𝒟,B]}];
High=Table[Quantile[i,.975],{i,Transpose[pdf]}];
Low=Table[Quantile[i,.025],{i,Transpose[pdf]}];
p1=Show[ListLinePlot[{Transpose[{rng,High}],Transpose[{rng,Low}]},Filling->{1->{{2},Automatic}},PlotRange->{0,.25},PlotStyle->Dashed],Plot[PDF[𝒟,x],{x,-7,7},PlotStyle->{Thick,Blue},PlotRange->{0,.25}],Frame->True,Axes->None,ImageSize->570];
dists2=Table[SmoothKernelDistribution[data,i],{i,{"Oversmooth","Silverman","SheatherJones"}}];
p2=Plot[Evaluate[PDF[#,x]&/@dists2],{x,-8,8},Frame->True,Axes->None,ImageSize->570];
Grid[{{p2},{p1}}]