What is meant by the "probability density" of finding an electron?

Could someone please explain to me in layman's terms what probability density of finding an electron means, just as probability means chances of finding an electron. With due respect, please don't answer the formula or the distribution curves as I understand and can plot those, I just need the definition.

• Probability density means probability per unit volume, ie. If you multiply probability density with volume then you will get the probability of finding ē in that volume.
– JM97
Commented Sep 16, 2016 at 15:29
• The formula IS the definition.
– Greg
Commented Aug 21, 2020 at 2:43

In quantum mechanics we often need to find the probability at some position $x$. However, $x$ is a continuous variable with an infinite number of values so it does not make sense to ask what is the probability of being at some exact position , say $x=1/4$, as this will be vanishingly small. Instead we imagine that the probability is that of being at position x to $x + \mathrm{d}x$ where $\mathrm{d}x$ has some very small value. If $f(x)\,\mathrm{d}x$ is that probability then $f(x)$ is the probability density which must be a real non-negative number. It turns out that quantum mechanics postulates that the probability density is given in terms of the wavefunction is $|\psi|^2$.