Human beings believe on anything which can be seen and cannot be seen as simple as when we believe in GOD we also believe in ghost, but what we need to understand is what are ghost. Ghost has been described in the holy bible as well and that too many times and not only once, but then bible has another version of ghost known as spirits, angels and demons.
In some religion it is such believed that when a person dies then the soul or spirit of that person has to go to the heaven or hell but if for some reason the person who died has left a wish to be fulfilled then the soul of that person would remain on earth and would wait until the wish is fulfilled.
At times these souls are turned demons who live on this earth and they bring harm to human kind, it might be for some reason that when they were alive they were harmed by humans and now their spirit is harming humans. Again there are a lot of people who would for no reason believe in ghost, they would have reason for any paranormal activity that might happen around them, but even science has proven that ghost exist.
In many cases it has been found that we believe in invisible things and objects and that is why many of us believes that ghost exist and those who does not do not even believe in invisible objects, similar to aliens whom we known since we have seen UFO and that is why we believe that aliens exists similarly many those who have encountered paranormal activities which even at times science cannot explain, believes that ghost exist.
Even the holy bible has verses which are used for exorcism and it is such said that ghosts are demons and bible has verses to cast away demons from someone. Does ghost exist or not is a debatable topic with no end to it, but from an eye of a believer ghost exists and that from an eye of a non-believer ghost does not exist.