Column densities of GRB and AGN of our sample as a function of redshift (1 + z). Black symbols are used for GRB (filled circles for detections and arrows for upper limits). Filled red circles and arrows identify detected (upper limits) intrinsic column densities within the AGN-E13 sample, which has been used to compute the mean absorbing column density. Green symbols (filled circles and arrows) identify (detections and upper limits, respectively) AGN of the other samples. Circled crosses indicate AGN that were discarded from the overall sample: magenta symbols identify z< 0.4 AGN, light blue symbols were further investigated in the Appendix. The continuous line marks the lower envelope of the intrinsic column densities of log N_H ≃ 19.5 and the dashed line the mean of the AGN-E13 sample, as derived from the censored analysis, with log N_H ≃ 20.3.