It's part of Yoast's Definitive Guide To Higher Rankings For WordPress Sites:
The last thing you’ll want to do about your permalinks to increase your WordPress SEO, is remove so called stopwords. Words like “a”, “and”, “the” etc. As of version 1.1.6, my WordPress SEO plugin will automatically remove stop words from your slugs once you save a post, so you won’t get those ugly long URL’s when you do a sentence style post title.
This is generally not something you want to change after posts have gone live. If people have already linked to it, try to not change the permalink anymore and if you do, make sure the post is properly redirected. In most cases WordPress should redirect the old URL to the new one but if it doesn’t you need to make the redirect manually.