The Cheltenham Ghost was an apparition said to haunt a house in Cheltenham in western England. The building was the home of the Despard family whose daughter Rosina saw the ghost of a veiled woman on several occasions in the 1880s.[1]
The Society for Psychical Research in London is the oldest institute of its kind in the world. Its members are dedicated to research paranormal phenomena. To this end, the Society has sent one of its founders, Frederic Myers, to investigate the case. He produced perhaps one of the first pseudoscientific reports on a Ghost apparition investigation in history.[2]
Taken from Wikipedia at:
https://en.m.wikipedia.org/wiki/The_Cheltenham_Ghost