<p>I was looking for a specific question related to the probability integral transform, i.e., the theorem which states that if $X$ has a continous distribution, then $F_X(X)$ has the uniform distribution. I read this question some time ago and I made the mistake not to favorite it, so I cannot retrieve it any more. This question had comments by user @whuber, which pointed out that the usual proof which assumes $F_X(x)$ to be strictly increasing is needlessly restrictive. I tried to look for questions about "probability integral transform", both on Cross Validated and on Math Exchange, but the ones I found were not the right one: I guess the question didn't have "probability integral transform" in the title or maybe not even in the question body . I'm not sure how I could retrieve the question...I don't think I can search for comments by a specific user, and anyway since the user in question is very active, I would get far too many hits. Any suggestions? </p>
