Keyword density is a moving target, and while important isn't as important as it was 2-5 years ago when their were more search engines using fairly fixed sorting algos.
With google, the algos change regularly, so the ideal statistically defined keyword counts from one month may not work the next. There are obvious solutions to this problem.
Ultimately, there are two approaches to keyword density. The first is 'natural' keywording, which is pretty much as Kezza said, you throw a certain favorite number of keywords into strategically important parts of the page in your natural hand writing of text, and you hope for the best.
The other approach uses software of various types to count keywords and to insert keywords into text. The software usually suggests an optimum keyword percentage, but that percentage may be out of date.
There might be places that post "this weeks Google keyword density statistics for #1 pages", but I don't know of them. If I needed to know googles keyword density preferences (which only make up a small part of the google sort, IMO) for a given keyword I would do it the old fashioned way, by keyword counting the top 20 pages for that keyword.
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