This paper presents an analysis of the overestimation bias in common used filtering kernels in the context of photon mapping density estimation. We use the joint distribution of order statistics to calculate the expected value of the estimators of irradiance, and show that the estimator provided by the cone filter is not consistent unless the slope is one (yielding the triangular kernel), and that the Epanechnikov and Silverman kernels are consistent. The Gaussian filter has two different estimation biases: the original normalization constant α underestimates radiance by 46.9 percent, and the use of the kth nearest photon reduces this underestimation slightly. We also show that a new normalization constant for the Gaussian filter together with discarding the contribution of the kth nearest photon in the Gaussian and cone filter estimators produces new, consistent estimators. The specialized differential filter also benefits from the new estimate.