The response of a nonlinear oscillator to narrow‐band random excitation is investigated experimentally using a straight beam with clamped ends excited by motion of its supporting base. Multivalued or “jump”‐type response behavior is observed for a range of excitation levels centered near the first‐mode resonant frequency. The time spent in response levels and the magnitudes of the levels are studied and compared with harmonic response. Large peaks in displacement response are seen for excitation centered at the third‐order superharmonic frequency.