The students conducted an experiment to show that a steel ball is denser than lentils and sinks when shaken in a mixture. They placed a ping pong ball between lentils in a bowl, then added a steel ball on top. When shaken, the steel ball sinks below the lentils while the ping pong ball rises to the surface. The experiment demonstrates that denser objects sink in granular materials like lentils due to the Brazil nut effect, where larger particles rise to the top during vertical vibrations.