Probability density functions are just the way you calculate probability density.
Probability density is a way to figure out the likely value for a discrete outcome. In the case of electrons, it’s a matter of “is the electron here or not”. To be clear, the probability density isn’t the electron itself, but rather describes the region of space you’re most likely to encounter an electron based on it’s energy. If you plot the probability density for an electron, you get a couple of distinctive types of shapes, which we refer to as “orbitals” and label s, p, d, and f based on their specific shapes.
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