The international Muon Ionization Cooling Experiment (MICE) aims to demonstrate muon beam ionization cooling for the first time and constitutes a key part of the R&D towards a future neutrino factory or muon collider. Beam cooling reduces the size of the phase space volume occupied by the beam. Non-parametric density estimation techniques allow very precise calculation of the muon beam phase-space density and its increase as a result of cooling. These density estimation techniques are investigated in this paper and applied in order to estimate the reduction in muon beam size in MICE under various conditions.