If you know where to look for an electron (e.g. in an atom or an experimental setup) it is quite understandable that, until you know exactly where it is, there is a calculable probability of where it might be. However, if we take the case of an un-associated electron in space, it would seem that the probability of it being somewhere is 1 and a probability of it being nowhere is 0. Which is a crass way of saying that there is no way to determine a probability and therefore it has no wave-function. A somewhat philosophical question, but to extend it, if you fire a single electron in a slot experiment, what makes it take up a position in the interference pattern, and how do you know that it has done that? And if you fire multiple single electrons which create the interference pattern, what interference has there been?