That earpiece is called an in-ear monitor. It allows her to hear exactly what she wants. For example if you are a singer singing with a live band, there is a lot of noise onstage with you, especially from the drummer. It can be very hard to hear yourself which can make you sing louder and even shout.

In ear monitor systems consist of three components: the transmitter, the receiver, and a pair of earphones. The transmitter is placed off to the side and is used to send the audio of the performance to the receiver. This audio is known as the monitor mix.

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If the singer wants to be able to hear himself to prevent himself from singing out of tune, he uses earplugs. The earplugs are also referred to as in-ears. These are custom-made earplugs containing a speaker. Instead of the singer hearing the sound via the speakers, he/she now hears it via the ears.