Articles on simple laboratory exercises in statistics have appeared in recent issues of theAmericanJournalofPhysics. This paper describes a similar experiment (but with a somewhat different pedagogic approach) which was introduced three years ago at the very beginning of an undergraduate laboratory course in physics offered at the Vidyodaya Campus of the University of Sri Lanka. An important feature of the exercise to be discussed is that students verify empirically the various aspects of the Gaussian distribution. They obtain a working knowledge of, and a confidence in, some of the commonly used simple statistical procedures, and in particular they are introduced to the sampling technique.