Wave function- every piece of matter has some sort of associated wave accompanied with it.

In that
same idea, there is a function that can be used to describe the wave of each of the matter. Hence wave
function.

Now if you square this wave function, you can get its probability density in which details the fact that
this is where the particle has a chance of being.
When you do the integral, then, you will be able to understand from point x to y where the particle has
a probability of being.