  Statistical physics courses typically employ abstract language that describes
objects too small to be seen, making the topic challenging for students to
understand. In this work, we introduce a simple experiment that allows
conceptualizing some of the underlying ideas of stochastic processes through
direct experimentation. Students analyze stochastic trajectories of beads in a
bouncing bed of smaller beads subjected to an external periodic drive. The
analysis of the trajectories involves the application of a vast tool kit of
statistical estimators that are useful in many fields of physics.
