There are a couple of ways of solving this. One way is to move the ybar option from the \addplot to the axis. The same key means slightly different things in the two locations, in the axis it refers to /pgfplots/ybar, while in the \addplot it refers to /tikz/ybar. It would appear that these lead to different behaviours for the legends, though I have not looked at precisely how they're defined.
Of course, when you add ybar to the axis, it will affect all \addplots, so you must also add sharp plot to the line plot. sharp plot is the default style for addplot, it draws a line with markers by default.
Result and complete code first, second option below:
\documentclass[border=5mm]{standalone}
\usepackage{tikz}
\usepackage{pgfplots,pgfplotstable}
\usepackage{filecontents}
\pgfplotsset{compat=1.10}
\newcommand{\plots}{0.611201}
\newcommand{\plotm}{2.19882}
\begin{filecontents}{data.dat}
2 0.0629921259843
3 0.0236220472441
4 0.0314960629921
5 0.125984251969
6 0.0629921259843
7 0.102362204724
8 0.110236220472
9 0.0551181102362
10 0.0629921259843
11 0.0314960629921
12 0.0236220472441
13 0.0314960629921
14 0.0629921259843
15 0.0551181102362
16 0.0393700787402
17 0.0472440944882
18 0.00787401574803
19 0.0393700787402
24 0.00787401574803
27 0.00787401574803
33 0.00787401574803
\end{filecontents}
\begin{document}
\begin{tikzpicture}
\begin{axis}[
yticklabel style={/pgf/number format/fixed},
scaled y ticks = false,
minor y tick num={1},
xtick pos=left,
legend cell align = left,
legend style={draw=none},
xlabel = {group size},
ylabel = {ratio},
ybar
]
\addplot[blue,ybar,fill, fill opacity=0.3, bar width = 0.8] table {data.dat};
\addplot[sharp plot,red, line width = 1,domain=1:40,samples=100,line legend] {1/(x*sqrt(2*pi)*\plots)*exp(-(ln(x)-\plotm)^2/(2*\plots^2))};
\legend{empirical,lognormal fit}
\end{axis}
\end{tikzpicture}
\end{document}
Second option
Another way is to simply add area legend to the options of the \addplot command for the ybar plot. This tells pgfplots to create a filled rectangle as the legend entry, instead of just a line, as in the prefered example. You can also use ybar legend instead of area legend, which will make it like in the first example. You can find the definitions of how the legend entries are created in the manual.
\documentclass[border=5mm]{standalone}
\usepackage{tikz}
\usepackage{pgfplots,pgfplotstable}
\usepackage{filecontents}
\pgfplotsset{compat=1.10}
\newcommand{\plots}{0.611201}
\newcommand{\plotm}{2.19882}
\begin{filecontents}{data.dat}
2 0.0629921259843
3 0.0236220472441
4 0.0314960629921
5 0.125984251969
6 0.0629921259843
7 0.102362204724
8 0.110236220472
9 0.0551181102362
10 0.0629921259843
11 0.0314960629921
12 0.0236220472441
13 0.0314960629921
14 0.0629921259843
15 0.0551181102362
16 0.0393700787402
17 0.0472440944882
18 0.00787401574803
19 0.0393700787402
24 0.00787401574803
27 0.00787401574803
33 0.00787401574803
\end{filecontents}
\begin{document}
\begin{tikzpicture}
\begin{axis}[
yticklabel style={/pgf/number format/fixed},
scaled y ticks = false,
minor y tick num={1},
xtick pos=left,
legend cell align = left,
legend style={draw=none},
xlabel = {group size},
ylabel = {ratio}
]
\addplot[blue,ybar,fill, fill opacity=0.3, bar width = 0.8,area legend] table {data.dat};
\addplot[red, line width = 1,domain=1:40,samples=100] {1/(x*sqrt(2*pi)*\plots)*exp(-(ln(x)-\plotm)^2/(2*\plots^2))};
\legend{empirical,lognormal fit}
\end{axis}
\end{tikzpicture}
\end{document}
Third option (dealing with alignment issues)
As can be seen, in the first option, the legend for the histogram is misaligned. We can fix this by overriding the default behavior of ybar legend. The default behavior (see manual) is
\pgfplotsset{
/pgfplots/xbar legend/.style={
/pgfplots/legend image code/.code={%
\draw[##1,/tikz/.cd,bar width=3pt,yshift=-0.2em,bar shift=0pt]
plot coordinates {(0cm,0.8em) (2*\pgfplotbarwidth,0.6em)};},
},
}
Here's an example with the complete code for a much nicer looking ybar legend
\documentclass[border=5mm]{standalone}
\usepackage{tikz}
\usepackage{pgfplots,pgfplotstable}
\usepackage{filecontents}
\pgfplotsset{compat=1.10}
\newcommand{\plots}{0.611201}
\newcommand{\plotm}{2.19882}
\begin{filecontents}{data.dat}
2 0.0629921259843
3 0.0236220472441
4 0.0314960629921
5 0.125984251969
6 0.0629921259843
7 0.102362204724
8 0.110236220472
9 0.0551181102362
10 0.0629921259843
11 0.0314960629921
12 0.0236220472441
13 0.0314960629921
14 0.0629921259843
15 0.0551181102362
16 0.0393700787402
17 0.0472440944882
18 0.00787401574803
19 0.0393700787402
24 0.00787401574803
27 0.00787401574803
33 0.00787401574803
\end{filecontents}
\pgfplotsset{
/pgfplots/ybar legend/.style={
/pgfplots/legend image code/.code={%
\draw[##1,/tikz/.cd,bar width=0.1cm,yshift=-0.2em,bar shift=0.5*\pgfplotbarwidth]
plot coordinates {(0.5*\pgfplotbarwidth,0.6em) (2.5*\pgfplotbarwidth,0.4em) (4.5*\pgfplotbarwidth,0.2em)};},
}
}
\begin{document}
\begin{tikzpicture}
\begin{axis}[
yticklabel style={/pgf/number format/fixed},
scaled y ticks = false,
minor y tick num={1},
xtick pos=left,
legend cell align = left,
legend style={draw=none},
xlabel = {group size},
ylabel = {ratio}
]
\addplot[blue,ybar,fill, fill opacity=0.3, bar width = 0.8,ybar legend] table {data.dat};
\addplot[red, line width = 1,domain=1:40,samples=100] {1/(x*sqrt(2*pi)*\plots)*exp(-(ln(x)-\plotm)^2/(2*\plots^2))};
\legend{empirical,lognormal fit}
\end{axis}
\end{tikzpicture}
\end{document}
