Quantum particles and classical particles are described in a common setting of classical statistical physics. The property of a particle being “classical” or “quantum” ceases to be a basic conceptual difference. The dynamics differs, however, between quantum and classical particles. The author describes position, motion and correlations of a quantum particle in terms of observables in a classical statistical ensemble. On the other side, he also constructs explicitly the quantum formalism with wave function and Hamiltonian for classical particles. For a suitable time evolution of the classical probabilities and a suitable choice of observables all features of a quantum particle in a potential can be derived from classical statistics, including interference and tunneling. Besides conceptual advances, the treatment of classical and quantum particles in a common formalism could lead to interesting cross-fertilization between classical statistics and quantum physics.