ORANGE COUNTY, Fla. -- Investigators began digging Thursday evening in the back yard of the grandparents of a missing toddler.

A 2-year-old girl who police said vanished five weeks ago was never reported missing by her mother in a case that has baffled investigators.

Detectives in Orange County said they received a call from the grandparents of Caylee Marie Anthony about the well-being of the child.

When Caylee's mother, Casey Anthony, was contacted by officers, they determined that the mother apparently never told anyone that her daughter was missing.

Detectives said Anthony said she was doing her own investigation into her daughter's disappearance over the past five weeks, WKMT-TV reported.

The woman also said she saw movies and reports that if people in similar situations went to police, they had gotten hurt.

Anthony said her daughter was with a baby sitter at the Sawgrass apartments, but on June 9, the sitter did not answer the door.

Detectives said they checked with apartment management and learned that no one has lived in the apartment for five months.

Late Wednesday, Caylee's alleged baby sitter was tracked down by detectives, and the woman said she has never cared for the missing child.

Investigators also said that Anthony does not work where she initially clamed to be employed.

Officers said told WKMG that the mother admitted to lying throughout her interrogation.

"It is difficult to sort through what we are being told," Orange County sheriff's Sgt. John Allen said.

Also, detectives said Anthony did not show any emotion over the loss of her child. She did not cry or give any indication she was legitimately worried.

Since investigators cannot get a straight story, they are focusing on finding Caylee. Anthony was taken into custody Wednesday in connection with the case.

"I feel the more media exposure we have, the quicker we can bring Caylee home, and that is the whole point of all of this -- to bring Caylee home safely," Caylee's grandmother, Cindy Anthony, said. "I kind of felt hopeless last night, but I kind of felt hopeful today."

A tip about a shovel led investigators to the grandparents' home.

Cadaver dogs zeroed in on an area near the pool. When asked whether they were looking for a body, a detective answered anything is possible.