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jquery - Why use callback in JavaScript, what are its advantages?

Could someone explain, why do we use callback in JavaScript? I found examples, but they could be implemented by using the normal functions. What is the advantage of using it? I got answers to "how" to use it and not "why and when" do we need to use it.

Typically, I found it being used in AJAX. on the httpRequest.onreadystatechange. Is this similar to Java's multi-threading? How and where is the listener for the response? Is asyncronous programming akin to multi-threading?

In the following code, how is the flow of control:

function some_function(arg1, arg2, callback) {
  var my_number = Math.ceil(Math.random() * (arg1 - arg2) + arg2);
  callback(my_number);
  some_different_function_not_callback(arg1);
}
some_function(5, 15, function(num) {
   console.log("callback called! " + num);
});

From the JQuery website:

The special thing about a callback is that functions that appear after the "parent" can execute before the callback executes" (ref: http://docs.jquery.com/Tutorials:How_jQuery_Works)

Could someone explain me this line with an example?

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The main browser process is a single threaded event loop. If you execute a long-running operation within a single-threaded event loop, the process "blocks". This is bad because the process stops processing other events while waiting for your operation to complete. 'alert' is one of the few blocking browser methods: if you call alert('test'), you can no longer click links, perform ajax queries, or interact with the browser UI.

In order to prevent blocking on long-running operations, the XMLHttpRequest provides an asynchronous interface. You pass it a callback to run after the operation is complete, and while it is processing it cedes control back to the main event loop instead of blocking.

There's no reason to use a callback unless you want to bind something to an event handler, or your operation is potentially blocking and therefore requires an asynchronous programming interface.

This is an excellent video discussing more about the event loop used in the browser, as well as on the server side in node.js.

EDIT: that convoluted line from the jQuery documentation just means that the callback executes asynchronously as control is ceded back to the main event loop.

parent_function(function () { console.log('Callback'); });
parent_doesnt_block(); // <-- function appears after "parent"
therefore_execution_continues();
// Maybe we get 'Callback' in the console here? or maybe later...
execution_still_continues();

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