Line-of-sight velocity distributions are crucial for unravelling the dynamics of hot stellar systems. We present a new formalism based on penalized likelihood for deriving such distributions from kinematical data, and evaluate the performance of two algorithms that extract N(V) from absorption-line spectra and from sets of individual velocities. Both algorithms are superior to existing ones in that the solutions are nearly unbiased even when the data are so poor that a great deal of smoothing is required. In addition, the discrete-velocity algorithm is able to remove a known distribution of measurement errors from the estimate of N(V). The formalism is used to recover the velocity distribution of stars in five fields near the center of the globular cluster Omega Centauri.

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