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Double-slit diffraction is a corner stone of quantum mechanics. It illustrates key features of quantum mechanics: interference and the particle-wave duality of matter. In 1965, Richard Feynman presented a thought experiment to show these features. Here we demonstrate the full realization of his famous thought experiment. By placing a movable mask in front of a double-slit to control the transmission through the individual slits, probability distributions for single- and double-slit arrangements were observed. Also, by recording single electron detection events diffracting through a double-slit, a diffraction pattern was built up from individual events.