Most people have already seen the famous Michael Jackson ghost video on CNN. Personally, I don't think it's him. If Michael Jackson was hanging out around his house and WHAM - paparazzi! - don't you think he would have either:
a. Hid
b. Put on a show
b. Put on a show
c. Drank Jesus Juice
I think that the King of Pop would be giving his farewell performance to CNN personally. I don't know if you can hear ghosts that well, but judging from his shadow we could definitely see him dance. Therefore, Michael Jackson's ghost would have been moonwalking.
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According to this other website, MJ would have been far too busy appearing in sandwiches, trees and with ET to possibly bother with a CNN interview. For your viewing pleasure, a compilation of recent MJ ghost sightings: