Actually in board general terms, ghost does not exist in the science of psychology. Even though a lot of things are unexplainable, psychology seems to have a theory on it. For example,
Many of us are exposed to ghost stories when we are young. Stories were told to us by our parents, friends, story books, movies, TV and so on. In psychological view, we are pre-program to believe in these non existance and our mind's do play tricks on us when we are psychologically frightened.
If there were something that happened and yet we do not have the direct and logical answer, our mind will trigger the answer to be supernatural. For more definite answers, please visit the library.