According to this trailer for The Apparition, "There is a scientific theory that paranormal events are products of the human mind, and ghosts only exist because we believe in them." I'm not sure where the film's lead researcher, Draco Malfoy, is getting his facts, but this is definitely not an accepted scientific theory--and if it were, it would obviously be our scientific theory about why faeries exist, not ghosts. Duh, science.
But such is the conceit of this film, in which three young, extremely questionable scientists (the other two are Captain America's Bucky Barnes and a lingerie-wearing Ashley Greene from Twilight) conduct an experiment in which they "believe" so hard in ghosts that they will one into existence, and then that ghost starts horrifyingly degrading their home's property value. Scary!
Whatever you do, do NOT believe you're being tucked in to death! Also do not believe you're being groped by a team of mechanics, even if that is very clearly happening. Because then it will somehow more be happening, I guess? Draco should probably recheck his maths on that one.