In this report we show that in the perovskite manganite La_{1-x}Ca_{x}MnO_3 for a fixed x approx 0.33, the magnetic transition changes over from first order to second order on reducing the particle size to nearly few tens of a nanometer. The change-over is brought about only by reducing the size and with no change in the stoichiometry. The size reduction to an average size of about 15 nm retains the ferromagnetic state albeit with somewhat smaller saturation magnetization and the ferromagnetic transition temperature T_{C} is suppressed by a small amount (4%). The magnetization of the nanoparticles near T_{C} follow the scaling equation $M/|epsilon|^beta = f_pm(H/|epsilon|^{gamma+beta})$, where, $epsilon = |T-T_C|/T_C$. The critical exponents, associated with the transition have been obtained from modified Arrott plots and they are found to be $beta=0.47pm 0.01$ and $gamma=1.06pm 0.03$. From a plot of M vs H at T_{C} we find the exponent $delta=3.10 pm 0.13$. All the exponents are close to the mean field values. The change-over of the order of the transition has been attributed to a lowering of the value of the derivative dT_{C}/dP due to an increased pressure in the nanoparticles arising due to size reduction. This effect acts in tandem with the rounding off effect due to random strain in the nanoparticles.
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