Analysis of stochastic processes can be used to engender critical thinking. Quantum dots have a reversible, stochastic transition between luminescent and nonluminescent states. The luminescence intermittency is known as blinking and is not evident from ensemble measurements. In order to stimulate critical thinking, students design, perform, and analyze a semiconductor quantum dot blinking laboratory experiment. The design of the experiment and stochastic nature of the data collected require students to make judgements throughout the course of the single-particle measurement and analysis. Some of the decisions do not have uniquely correct answers, challenging the students to engage in critical thinking. We propose that students' self-examined decision making develops a constructivist view of science. The experiment is visually striking, is interdisciplinary, and develops higher order thinking.