  We study the NH distribution in a complete sample of 88 AGN selected in the
20-40 keV band from INTEGRAL/IBIS observations. We find that the fraction of
absorbed (NH > 10^22 cm^-2) sources is 43% while Compton thick AGN comprise 7%
of the sample. While these estimates are fully compatible with previous soft
gamma-ray surveys, they would appear to be in contrast with results reported
from an optically selected sample. This apparent difference can be explained as
being due to a selection bias caused by the reduction in high energy flux in
Compton thick objects rendering them invisible at our sensitivity limit. Taking
this into account we estimate that the fraction of highly absorbed sources is
actually in close agreement with the optically selected sample. Furthermore we
show that the measured fraction of absorbed sources in our sample decreases
from 80% to ~20-30% as a function of redshift with all Compton thick AGN having
z<0.015. We conclude that in the low redshift bin we are seeing almost the
entire AGN population, from unabsorbed to at least mildly Compton thick
objects, while in the total sample we lose the heavily absorbed 'counterparts'
of distant and therefore dim sources with little or no absorption. Taking
therefore this low z bin as the only one able to provide the 'true'
distribution of absorption in type 1 and 2 AGN, we estimate the fraction of
Compton thick objects to be >24%
