How to Play "Who stole the cookie from the cookie jar"

Someone from outside the circle hides a cookie (or a small toy) in one of the players’ hands. The group tries to find out who has the cookie singing:

Group: Who stole the cookie from the cookie jar? (name of a child) stole the cookie from the cookie jar.
Child: Who me?
Group: Yes, you!
Child: Not me!
Group: Then who?
Child: (name of another child)
Group: (child) stole the cookie from the cookie jar.

The game goes on until the group finds out who has the cookie.