Step 1: Understanding the Concept:
Population density is defined as the number of people per square kilometer. The question asks for the district in Bihar with the highest population density as per the 2011 Census data.
Step 2: Detailed Explanation:
According to the official data from the Census of India 2011:
\[\begin{array}{rl} \bullet & \text{Bihar is the state with the highest population density in India (1106 persons/sq. km).} \\ \bullet & \text{Within Bihar, the district of Sheohar recorded the highest population density, with 1880 persons per square kilometer.} \\ \bullet & \text{Patna, the state capital, had the second-highest density (1823 persons/sq. km).} \\ \bullet & \text{Kaimur had the lowest population density in the state.} \\ \end{array}\]
Step 3: Final Answer:
According to the 2011 census, Sheohar has the highest density of population in Bihar.