It's usually difficult, sometimes impossible, to disprove theories. (ie. How do you disprove that the universe wasn't created by alien high school kids as a science project, or that your neighbour isn't a closet racist?)
Usually it's more realistic for someone making a claim to submit proof.
Personally, I believe anything is possible, but it's not realistic to accept anything as fact unless there is substantial evidence.
Frankly, people are just afraid of ghosts because they're afraid of the unknown. You're more likely to be killed in a car accident than be harmed by any ghost, yet you don't see people quivering in fear before getting in their car.
