Scientists are always curious. I am a scientist. My colleagues and I frequently tackle challenging topics just because we are interested in learning the why and how of what we observe. Unfortunately we are sometimes hindered by lack of time, lack of funding or lack of appropriate facilities. Nevertheless, some scientists are willing to give at least a preliminary look at any phenomenon.
Bear in mind that science is defined as a logical and systematic study of a subject area. Scientists use the scientific method. Under this method, a scientist observes and collects data. If he or she can come to a logical conclusion, the scientist drafts a hypothesis or statement that explains what is observed.
Not all hypotheses are true. Thus the scientist is obligated to run experiments that test the hypothesis. A well designed experiment often shows the hypothesis to be false, at least for the sample investigated in the experiment. In that case, the hypothesis is rejected. On the other hand, the results of an experiment may lend validity to the hypothesis. A good scientist runs more than one experiment with the expectation that all of them will validate the hypothesis.
When enough experiments have been run to give the scientist confidence that the hypothesis is always true, he or she may propose the hypothesis as a theory. A theory may be accepted by other scientists as an explanation of the phenomenon, but scientists continue to test the theory with experiments.
Eventually there is enough experimental data that scientists agree no one is likely to disprove a theory, so they elevate the theory to a law. Because no one expects ever to see an apple on the ground to spontaneously rise back up into the tree, Newton's gravitational theory is now called Newton's law of gravity. Scientific law is accepted as the facts of science unless and until someone can disprove them with a new experiment.
A scientific experiment must be reproducible. This means that another skilled scientist should get the same experimental results if he or she follows the same experimental procedure. The data of a scientific experiment must also be statistically significant. This means that there must be reason to believe that the data is not just random experimental error. Hence the best experiments are run with an experimental group and a control group. The experimental group, to which the experimental feature has been applied, must show significantly different results from the control, which is simply a normal item without the experimental feature.
Many scientists have investigated paranormal phenomena. Occasionally a rational explanation is discovered. Usually, however, no scientifically valid explanation can be found. This is not because science has rejected the paranormal, but that paranormal phenomena are very difficult to investigate.
Of course, anyone can come up with a hypothesis, but designing an experiment to test this hypothesis may be difficult. Remember that an experiment must be reproducible. Most paranormal phenomena are called paranormal because they defy our logic or our customary forms of observation. Frequently, experiments with the paranormal do not produce data on traditional instruments. For example, the ghost one sees will not record on film. From a scientific perspective, it is very difficult to experiment with the paranormal because of the difficulties gathering reliable data and because few of these experiments are reproducible.
As a scientist I would love to investigate the paranormal, but for most projects, I lack the skills to set up a reliable experiment.