I can tell you an experience I had *last night*. I fell asleep waiting for my wife to come home and woke up in terror because someone was jumping up and down on the bed. The figure was really skinny and had a long coat and a hat on, pulled down over their eyes. The dog jumped off the bottom of the bed and ran out of the room like the clappers. I sat up and heard the key turn in the door downstairs and the figure vanished.
Now what I *think* happened was that my wife opening the door woke the dog who ran downstairs to say hello and all the rest was my mind trying to make sense of it all. The figure seemed perfectly real to me but I am sure was created entirely by the dog jumping off the bed. Well, that or a skinny ghost decided to wake me up for fun. Which is more likely? :)