My wife and her parents claim to have lived with a ghost. They each saw him independently and only later compared notes. This continued for a while until they found his coffin plates in the house and returned them to his mother. I know it sounds far-fetched but these are rationale people (my wife is an engineer) and they all matter of factly confirm the story.
I also agree with the previous poster about sleep paralysis - it happened to me a few times as a teenager and it was terrifying. I was convinced there was someone there.
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