Instructions
Ask each person whether he or she is familiar with the hat game. The game only succeeds when at least one person is unfamiliar with it.
Tell a story involving a hat. Say, for example, "I have a hat. I walk into a store and a parrot grabs it from my head. The parrot drops the hat on the street where a dog picks it up in his mouth."
Ask, "Who has the hat?" Listen to determine who is the first person to make a vocal noise. This includes an answer to the question as well as a cough, sneeze, sigh or hum.
Reject any answer that doesn't refer to the person who made the first vocal noise. Given the example story, a player would likely answer that the dog has the hat, but the person who made the first vocal noise is the one who "has the hat."
Repeat steps 2 through 4 until either the other players give up or they figure out how to answer the question correctly. Do not tell them the trick until you're ready to end the game.