The Brownian motion of a micro-particle, which is suspended in the sheath of a radio-frequency discharge, is studied by high-speed video microscopy. In this environment, stochastic heating by charge fluctuations is expected, which should lead to an anisotropic kinetic temperature of the particle with a preferential heating in the direction of the mean electric field in the sheath. The stochastic heating should become more effective at low gas pressures where cooling by the neutral gas becomes ineffective. Our refined experiments confirm the anisotropic heating and the temperature rise for diminishing pressure. Particle-in-cell simulations have guided us in modifying the gap width of the discharge and to specify the dependence of the plasma density on gas pressure as ni∝p1/2. Since the stochastic heating rate also depends on the life-time of charge fluctuations, a temperature scaling Tkin∝p3/2 results, which is in agreement with the experimental data. The experimental procedure to eliminate other spurious heating mechanisms is described in detail.