This is to help David's son to give a little scientific validity to his experiment. To just compare averages on penetration or weight retention does not answer the whole question. The steps in a scientific experiment are:
Observe something
formulate a hypothesis
collect the data
choose a rejection region (usually .05 or .01)
test the hypothesis
reach your conclusions

So for David's son's expeiment the above steps were:

We observe that different bullets perform differently
There is no difference in bullet performance
they have collected the data but are not done, with two measurements on each shot, penetration depth and weight retention
The null hypothesis is "there is no statistically significant differences between penetration for those three bullets"
I will do the statistical test, which is called a 1 way ANOVA

So that is the statistical part of the scientific experiment his son did.
Hope that helps. Chap Gleason