It's pointless to argue with them. Our rational arguments will always fail, since their belief is based on faith and not reason. The best that can be done is strive to coexist in respectful harmony, to "agree to disagree". Ghosts tho ;-;
All too often, we humans tend to believe that we understand the universe. We don't. Ghost may exist, but hardly in the sense of supernatural entities. If they exist, they are simply "unexplainable" using today's science – just like gravity, magnetism or electricity was to the people during the stone age.