The ghost ball trick

A magician sat at a table in front of a group of schoolchildren. He threw a ball up in the air a few times, but before his last throw, he secretly let the ball fall into his lap. Then he continued to throw an imaginary ball up in the air. Surprisingly, more than half the children claimed to have seen an illusory ball, or ghost ball.

The illusion relies on misdirecting the audience's expectations to anticipate you throwing the ball for real.