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A self‐consistent data reduction of statistical sets of electron probe currents and Thomson scattering spectra is carried out with the help of the strictly determined curve fitting in the mathematical frame of a new regularization procedure [M. V. Chegotov, J. Phys. D 27, 54 (1994)]. Both the stability and high speed of the present procedure enable one to process without averaging every electron probe current characteristic or Thomson spectrum of the statistical set at a practically arbitrary noise level and to obtain not only the averaged electron velocity distribution function (EVDF) but even its standard deviation at every point. An algorithm is described which enables one to establish the highest feasible energy resolution EVDF for the given statistical sets of electron probe currents or scattering spectra. These features make this algorithm rather flexible and convenient in particular for the processing of Langmuir‐probe and Thomson scattering measurements. © 1995 American Institute of Physics.