How does the photoelectric effect prove light is made of particles?
By showing that changing the frequency of light causes the emission of faster electrons.
The photoelectric effect happens when light strikes a metal surface causing the emission of electrons from it (photoelectrons).
If you increase the intensity of the light you get, as acresult, more electrons emitted but their kinetic energy does not increase.
If you increase the frequency of the incident light the number of photoelectrons emitted does not increase while the velocity, and so their kinetic energy, increases...the emitted electrons are more...energetic!
This can be explained considering the incident light as a shower of particle-like packets of energy (photons); if you increase the intensity you simply increase the number of packets (all with the same energy) hitting the metal; these can be used by a lot of electrons to escape.
On the other hand if you increase the frequency the number of packets remains the same (emitting fewer electrons perhaps) but the energy carried by each of them increases.
Each packet carries an energy directly proportional to the frequency.