Alien abductees - Why don't you set up a video camera and tape you sleeping?

This is a thread to all those who are abductees and people who are "taken" when they sleep. Why don't you set up a video camera and tape the experience? Why hasn't anyone ever done this? Or even set up a security camera facing your house and try to catch the aliens on it. I wonder why no one has ever done this, if I were being visited at night the first thing i would do is set up a camera and prove they exist.