Guys, the answers obvious, isn't it? It all comes down to this...
When you turned 11 years old, you didn't receive a letter from Hogwarts telling you that you are either a witch, or wizard, correct? This means you're on your first life. Duh
Now when you die you are reincarnated and when you turn eleven you will receive a letter with your invitation to attend Hogwarts School of Witchcraft and Wizardry!! Yay! Wahoo!
When you reach the death of your second life, that is where the fun begins.
Your third life you can take on the form of any animal you choose, yet you have the intelligence of a human. Ballin right? Who knows what wacky shenanigans you can get up to!
Next up is shitty. Your fourth life consists of being a tree. Yep; a fucking tree.
Then you die and become a ghost. Not a scary ghost, but an awesome, animated, bright white ghost like Caspar. You get to haunt people or whatever until you are allowed to cross over and then you go to Hell. The end.
No but seriously if you're still reading this, you honestly can't say something definitely doesn't exist. But by using that argument it can be said that gnomes, unicorns, elves, and the boogey man have the same changes of existing as do ghosts; as people claim to have sightings of these.
Come on, think about it... with today's technology, we would absolutely know if one of these things existed.