Ghost shrimp will molt, but what is left behind is sort of an empty, translucent skin (shell). If what you are looking at is white, then it is dead.
Unfortunately ghost shrimps in many pet stores aren't kept in very good conditions, so deaths in the first day or two after having them is common. The good news is if they live through the adjustment period to a new tank and are still alive in a week or two, they are among the heartiest of the shrimp out there.