This paper presents an experimental investigation of the random parametric excitation of a dynamic system with nonlinear inertia. The experimental model is a rigid circular tank partially filled with an incompressible inviscid liquid. The random responses of the first antisymmetric and symmetric sloshing modes are considered for band-limited random excitations. These include the means, mean squares, and probability density functions of each sloshing mode. The response of the liquid-free surface is found to be a stationary process for test durations exceeding ten minutes. The time-history response records reveal four response characteristic regimes. Each regime takes place within a certain range of excitation spectral density level. An evidence of the jump phenomenon, which was predicted theoretically by using the non-Gaussian closure scheme, is also reported. Comparisons with analytical results, derived by three different approaches, are given for the first antisymmetric sloshing mode.