A while ago, I contemplated ghosts thusly:
Let's suppose that ghosts really are something to do with dead peeps hanging around. Souls, trapped energy, whatever.
Further, let's suppose that the circumstances for such are rare. Way more rare than, say, "violent death" or "unfinished business", etc. Given that we've got 6 or so billion people on the planet, quite a few of them must be dying all the time, but even so, let's say that the probability of a ghost coming into being on any given day is still very small.
Despite all of that, the odds mount up. The number of people dying right now is vanishingly small compared to the number of people who have already died, and every already-deceased person increases the odds of you bumping, so to speak, into one of those ultra-rare cases.
Why isn't the planet crawling with them? You think we're over-populated by the living? The dead rather outnumber us, and they were here first. So I can't help but feel that if ghosts really did exist, we'd be in no doubt about it. It'd be just another phenomenon to examine, like ball lightning, magnetism or refraction.
And if the (numberless) statistical approach doesn't help, answer this: why are ghosts always described as clothed?
 This sounds like a movie tag line. Or perhaps a Gaiman quote. Hmm.