## problam about p(x)=p(y)|J|

I have been self studying on machine learning for several months. I find a lot of formulae involve probability theory, calculus and linear algebra. This is a little hard for me, like this one:

$p(\vec{y})=p(\vec{x})|J|$

Where J is the jacobian matrix,

$J_{ij}=\frac{\partial x_{i}}{\partial y_{i}}$

I don't known where to find the proof.

thanks in advance.