How to add a legend for each kdeplot in a figure

Question

I am having little difficulty adding legend to a CDF plot with seaborn.

Imports and sample data

import numpy as np
import matplotlib.plyplot as plt
import seaborn as sns

X = np.random.randn(20,1,10,4)
k = X[:,0,:,0].reshape(-1)
l  = X[:,0,:,1].reshape(-1)
m  = X[:,0,:,2].reshape(-1)
n  = X[:,0,:,3].reshape(-1)

Example 1

plt.figure()
plt.title('Some Distribution ')
plt.ylabel('CDF')
plt.xlabel('x-labelled)')
sns.kdeplot(k,cumulative=True, legend=True)
sns.kdeplot(l,cumulative=True, legend=True)
sns.kdeplot(m,cumulative=True, legend=True)
sns.kdeplot(n,cumulative=True, legend=True)
plt.show()

Example 2

plt.figure()
plt.title('Some Distribution ')
plt.ylabel('CDF')
plt.xlabel('x-labelled)')
sns.kdeplot(k,cumulative=True)
sns.kdeplot(l,cumulative=True)
sns.kdeplot(m,cumulative=True)
sns.kdeplot(n,cumulative=True)
plt.legend(labels=['legend1', 'legend2', 'legend3', 'legend4'])
plt.show()

Answer 1

legend = True is the default in seaborn.kdeplot, so you have no need to specify it. However, what you do need to specify is the labels.

sns.kdeplot(k,cumulative=True, label = 'a')
sns.kdeplot(l,cumulative=True, label = 'b')
sns.kdeplot(m,cumulative=True, label = 'c')
sns.kdeplot(n,cumulative=True, label = 'd')

Outputs:

Even in your second example, with plt.legend(labels=['legend1', 'legend2', 'legend3', 'legend4']), you need to first specify labels in seaborn.kdeplot(). If you pass different labels in plt.legend() the labels passed to searbon.kdeplot() will be replaced, but if no labels are passed to seaborn, I get the same output as you (i.e. no legend at all).

Example:

sns.kdeplot(k,cumulative=True, label = 'a')
sns.kdeplot(l,cumulative=True, label = 'b')
sns.kdeplot(m,cumulative=True, label = 'c')
sns.kdeplot(n,cumulative=True, label = 'd')
plt.legend(labels = ['1','2','3','4'])

Outputs: