Mohammad_93 said:
I wonder and feel like knowing how the product of psi with its complex conjugate represents the Probability Density for the object to be there? how two (apparent) different concepts are linked that way?
Suppose you have a system with N energy eigenstates |k> (k=1:N) of energies E_k, E_1<...<E_N. The Hilbert space spanned by these states can be identified with C^n, by taking |k> to be the k-th unit vector. The Hamiltonian is then the diagonal matrix H=Diag(E_1,...,E_N) with diagonal entries E_1,...,E_N. A general state of the system is described by a density matrix rho, a semidefinite Hermitian matrix of trace 1. In particular, the diagonal elements p_k:= rho_{kk} are nonnegative and satisfy sum p_k = Tr rho = 1. Thus they look like probabilities. Observables are represented by arbitrary Hermitian matrices X, and their expectation in the state rho is defined to be <X>= Tr rho X.
A classical system corresponds (in some sense) to the case where the only allowed states and observables are diagonal. Thus rho=Diag(p_1,...,p_N) and X=Diag(x_1,...,x_N), giving <f(X)>=Tr rho f(X) = sum p_k f(x_k). This is precisely the formula for the expectation of a function f(x) of a random variable x that takes the values x_k when the random event k happens with probability p_k. (In measure-based probability theory, one would write omega in place of k, call it an elementary event, organize the possible events in a sigma algebra, and write x(omega) in place of x_k, thereby turning the random variable into a functions of elementary events.)
The quantum case is therefore just the generalization of classical probability calculus to the case where densities and observables may be matrices rather than functions.
A very special case of states are the so-called pure states. These are characterized by the fact that all their columns are proportional to the same unit vector psi (called the state vector of the pure state). Because the density matrix must be Hermitian and have trace 1, it is not difficult to conclude that in this case rho=psi psi^*, where psi^* is the conjugate transpose of psi. Therefore, the diagonal elements are
p_k = rho_{kk}=psi_k psi_k^*=|si_k|^2,
which is the Born rule.
Thus nothing fancy is going on. But typical introductions to quantum mechanics make it unnecessarily mysterious by starting with the special case of pure states rather than with the (in reality much more frequent) case of a general (mixed) state. A notable exception is my online book
Arnold Neumaier and Dennis Westra,
Classical and Quantum Mechanics via Lie algebras, 2008.
http://lanl.arxiv.org/abs/0810.1019