Alice: "I just flipped a coin [large number] times. Here's the sequence I got:
(Alice presents her sequence.)
Bob: No, you didn't. The probability of having gotten that particular sequence is 1/2^[large number]. Which is basically impossible. I don't believe you.
Alice: But I had to get some sequence or other. You'd make the same claim regardless of what sequence I showed you.
Bob: True. But am I really supposed to believe you that a 1/2^[large number] event happened, just because you tell me it did, or because you showed me a video of it happening, or even if I watched it happen with my own eyes? My observations are always fallible, and if you make an event improbable enough, why shouldn't I be skeptical even if I think I observed it?
Alice: Someone usually wins the lottery. Should the person who finds out that their ticket had the winning numbers believe the opposite, because winning is so improbable?
Bob: What's the difference between finding out you've won the lottery and finding out that your neighbor is a 500 year old vampire, or that your house is haunted by real ghosts? All of these events are extremely improbable given what we know of the world.
Alice: There's improbable, and then there's impossible. 500 year old vampires and ghosts don't exist.
Bob: As far as you know. And I bet more people claim to have seen ghosts than have won more than 100 million dollars in the lottery.
Alice: I still think there's something wrong with your reasoning here.
The reason why Bob should be much more skeptical when Alice says "I just got HHHHHHHHHHHHHHHHHHHH" than when she says "I just got HTHHTHHTTHTTHTHHHH" is that there are specific other highish-probability hypotheses that explain Alice's first claim, and there aren't for her second. (Unless, e.g., it turns out that Alice had previously made a bet with someone else that she would get HTHHTHHTTHTTHTHHHH, at which point we should suddenly get more skeptical again.)
Bob's perfectly within his rights to be skeptical, of course, and if the number of coin flips is large enough then even a perfectly honest Alice is quite likely to have made at least one error. But he isn't entitled to say, e.g., that Pr(Alice actually got HTHHTHHTTHTTHTHHHH | Alice said she got HTHHTHHTTHTTHTHHHH) = Pr(Alice actually got HTHHTHHTTHTTHTHHHH) = 2^-20 because Alice's testimony provides non-negligible evidence, because empirically when people report things they have no particular reason to get wrong they're quite often right.
(But, again: if Bob learns that Alice had a specific reason to want it thought she got that exact sequence of flips, he should get more skeptical again.)
So, now suppose Alice says "I just won the lottery" and Amanda says "I just saw a ghost". What should Bob's probability estimates be in the two cases?
Empirically, so far as I can tell, a good fraction of people who claim to have won the lottery actually did so. Of course people sometimes lie, but you have to weigh "most people don't win the lottery on any given occasion" against "most people don't falsely claim to have won the lottery on any given occasion". I guess Bob's posterior Pr(Alice won the lottery) should be somewhere in the vicinity of 1/2. Enough to be decently convinced by a modest amount of further evidence, unless some other hypothesis -- e.g., Alice is trying to scam him somehow, or she's being seriously hoaxed -- gets enough evidence to be taken seriously (e.g., Alice, having allegedly won the lottery, asks Bob for a loan to be repaid with exorbitant interest).
On the other hand, there are lots and lots of tales of ghosts and (at best) very few well verified ones. It looks as if many people who claim to have seen ghosts probably haven't. Further, there are reasons to think it very unlikely that there are ghosts at all (e.g., it seems clear that human thinking is done by human brains, and by definition a ghost's brain is no longer functioning) and those reasons seem quite robust -- they aren't, e.g., dependent on details of our current theories of quantum physics or evolutionary biology. So we should set Pr(ghosts are real) extremely small, and Pr(Amanda reports a ghost | Amanda hasn't really seen a ghost) not terribly small, which means Pr(Amanda has seen a ghost | Amanda reports a ghost) is still small.
Bob's last comparison (claims of seeing ghosts, against actual wins of big lottery prizes) is of course nonsensical, and as long as one of it's of the form "more claims of ghosts than X" it actually goes the wrong way for his purposes. What he wants is more actual sightings of ghosts and fewer claims of ghosts.
There's a nonzero probability that the lottery is a complete scam, and the winners are entirely fictional. (The lottery in 1984 worked like this, but I'm not paranoid enough to believe this is true in real life.)