Gas Pressure and Molecular Mass
The Maxwell–Boltzmann distribution is based on the principle that the distribution of kinetic energies of gas molecules is the same. So in a mixture of $\ce{N2}$, $\ce{N2}$, and $\ce{He}$, the molecules of each gas would all have the same KE distribution. However since He is much lighter, its molecules would have higher velocities.  

Normally we'd think of the gas mixture as being homogeneous in a liter bottle in the laboratory. However if we consider the atmosphere then gravity has an effect. So helium will drift upwards in the atmosphere since it is less dense. In fact at the edges of the outer atmosphere a helium atom can get enough velocity to escape earth's gravity. So all helium that leaks into earth's atmosphere is ultimately lost into space.