If the data comes from a distribution function which has a closed form, then
it is quite natural to estimate the unknown parameters by fitting a straight line to
the theoretical points obtained from the distribution function and the sample
percentile points. This method was originally explored by Kao (1958, 1959) and it
has been used quite successfully for Weibull distribution, the generalized
exponential distribution, exponentiated gamma distribution and the exponentiated
Pareto distribution [see, Murthy et al. (2004), Gupta and Kundu (2001), Shawky
and Abu-Zinadah (2009) and Shawky and Bakoban (2012)].