Colloidal particles were exposed to a random potential energy landscape that has been created optically via a speckle pattern. The mean particle density as well as the potential roughness, i.e., the disorder strength, were varied. The local probability density of the particles as well as its main characteristics were determined. For the first time, the disorder-averaged pair density correlation function g((1))(r) and an analogue of the Edwards-Anderson order parameter g((2))(r), which quantifies the correlation of the mean local density among disorder realisations, were measured experimentally and shown to be consistent with replica liquid state theory results.