The word “believe” is cop talk. It means they while they have no first hand knowledge, they believe it to be true (possibly because they have found no evidence or witnesses to the contrary).
http://legal-dictionary.thefreedictionary.com/Information+and+Belief
So then they haven’t checked the security camera videotape or don’t intend to.
It’s not real hard to turn a belief into a fact when there is video available.