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Journal Article THE PROBABILITY INTEGRAL TRANSFORMATION WHEN PARAMETERS ARE ESTIMATED FROM THE SAMPLE Get access F. N. DAVID, F. N. DAVID Search for other works by this author on: Oxford Academic Google Scholar N. L. JOHNSON N. L. JOHNSON Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 35, Issue 1-2, May 1948, Pages 182–190, https://doi.org/10.1093/biomet/35.1-2.182 Published: 01 May 1948
David et al. (Thu,) studied this question.