In the classical picture I said:
if you were to integrate the pdf, in the classical case, over some region in phase space, the result you'd get, could be interpreted as the probability of the system being in one of the states in the integrated volume
Now in the qm picture, where we consider w(x) as pdf, how do you interpret the integration over an interval in the position axis ? You cannot have 1 to 1 explanation with what I said for the classical case, because here we are talking about a single state, while in the classic case, we had an ensemble