The rf impedance and the wide‐band response to radiation of a resistively shunted junction (RSJ) model Josephson junction have been measured in the presence of thermal noise, using a phase‐locked‐loop analog of the RSJ model. In the conditions for which analytical calculations are valid there is good agreement between the theory and the analog. When the RSJ model is shunted with a capacitance, a plasma type resonance can occur in the rf impedance when the junction is biased in the supercurrent (in‐lock). When thermal noise is present, this plasma resonance can also occur when a nonzero average voltage is generated across the junction. We found that in this case a resonance also occurs in the wide‐band response to radiation. This resonance takes place at a frequency that can be identified as the attempt frequency, with which the junction attempts to escape the phase locked condition in which it exists for a fraction of the time even though the average voltage across the junction is nonzero. The average lifetimes of the junction in lock &tgr;in(?=0) and out of lock &tgr;out(?=?out) were also measured in the presence of thermal noise. &tgr;inis in good agreement with existing theory and &tgr;outis derived from the measurements.