Answer: "Am I being watched?"
Leaving a person in a room to test whether or not they can sense "someone is watching me." First, place a doll in the back of the room discretely where they cannot see, if the person looks back, it can prove that even objects can trigger a sense of not being alone, if they do not, that can only prove a person to not have any feelings of anxiety from something being in the same room. Second, having another person sit in the back of the room discretely, if the test-subject looks back it proves the feeling of being watched is not just a theory, if not, it'll only prove that this "idea" is not an actual feeling from a humans perspective. (Do this with at least 30 people)
Sorry if this is really simple! Hope it gives an idea though :D