It's well known that the mind can see and hear things that aren't real (even while not under the influences
), and if it's the mind doing it you can't tell the difference. And memories are easily malleable, so what a person remembers isn't reliable.
That's why anecdotal evidence isn't really evidence.
For years people were crazy about crop circles, there was no human way to make them so it must be aliens. Then the guys that started them come forward and confess, and people don't even believe them!
And even if something is unexplained doesn't mean that the only alternative explanation is ghosts. Why ghosts and not elves?
Some rapper can throw a kid off a stage in some far flung country and there's instantly three videos on youtube from 3 different angles, yet there's never been clear evidence of paranormal phenomenon.
There's 1 million dollars sitting there ready for the taking!
Seriously, read the Demon Haunted World by Sagan, it may not convince a believer there isn't ghosts, but it should at least give an idea of what kind of things proof should entail.