diff --git a/src/Numerics/Statistics/Statistics.cs b/src/Numerics/Statistics/Statistics.cs
index d8e7405f..b0fd1638 100644
--- a/src/Numerics/Statistics/Statistics.cs
+++ b/src/Numerics/Statistics/Statistics.cs
@@ -258,6 +258,37 @@ namespace MathNet.Numerics.Statistics
             return ArrayStatistics.QuantileInplace(array, tau);
         }
 
+        /// <summary>
+        /// Estimates the tau-th quantile from the provided samples.
+        /// The tau-th quantile is the data value where the cumulative distribution
+        /// function crosses tau.
+        /// Approximately median-unbiased regardless of the sample distribution (R8).
+        /// </summary>
+        /// <param name="data">The data sample sequence.</param>
+        public static Func<double,double> QuantileFunc(this IEnumerable<double> data)
+        {
+            if (data == null) throw new ArgumentNullException("data");
+            var array = data.ToArray();
+            Array.Sort(array);
+            return tau => SortedArrayStatistics.Quantile(array, tau);
+        }
+
+        /// <summary>
+        /// Estimates the tau-th quantile from the provided samples.
+        /// The tau-th quantile is the data value where the cumulative distribution
+        /// function crosses tau.
+        /// Approximately median-unbiased regardless of the sample distribution (R8).
+        /// </summary>
+        /// <param name="data">The data sample sequence.</param>
+        /// <param name="tau">Quantile selector, between 0.0 and 1.0 (inclusive).</param>
+        public static Func<double, double> QuantileFunc(this IEnumerable<double?> data)
+        {
+            if (data == null) throw new ArgumentNullException("data");
+            var array = data.Where(d => d.HasValue).Select(d => d.Value).ToArray();
+            Array.Sort(array);
+            return tau => SortedArrayStatistics.Quantile(array, tau);
+        }
+
         /// <summary>
         /// Estimates the empiric inverse CDF at tau from the provided samples.
         /// </summary>
@@ -282,6 +313,30 @@ namespace MathNet.Numerics.Statistics
             return ArrayStatistics.QuantileCustomInplace(array, tau, QuantileDefinition.InverseCDF);
         }
 
+        /// <summary>
+        /// Estimates the empiric inverse CDF at tau from the provided samples.
+        /// </summary>
+        /// <param name="data">The data sample sequence.</param>
+        public static Func<double, double> InverseCDFFunc(this IEnumerable<double> data)
+        {
+            if (data == null) throw new ArgumentNullException("data");
+            var array = data.ToArray();
+            Array.Sort(array);
+            return tau => SortedArrayStatistics.QuantileCustom(array, tau, QuantileDefinition.InverseCDF);
+        }
+
+        /// <summary>
+        /// Estimates the empiric inverse CDF at tau from the provided samples.
+        /// </summary>
+        /// <param name="data">The data sample sequence.</param>
+        public static Func<double, double> InverseCDFFunc(this IEnumerable<double?> data)
+        {
+            if (data == null) throw new ArgumentNullException("data");
+            var array = data.Where(d => d.HasValue).Select(d => d.Value).ToArray();
+            Array.Sort(array);
+            return tau => SortedArrayStatistics.QuantileCustom(array, tau, QuantileDefinition.InverseCDF);
+        }
+
         /// <summary>
         /// stimates the tau-th quantile from the provided samples.
         /// The tau-th quantile is the data value where the cumulative distribution
@@ -314,6 +369,38 @@ namespace MathNet.Numerics.Statistics
             return ArrayStatistics.QuantileCustomInplace(array, tau, definition);
         }
 
+        /// <summary>
+        /// stimates the tau-th quantile from the provided samples.
+        /// The tau-th quantile is the data value where the cumulative distribution
+        /// function crosses tau. The quantile definition can be specificed to be compatible
+        /// with an existing system.
+        /// </summary>
+        /// <param name="data">The data sample sequence.</param>
+        /// <param name="definition">Quantile definition, to choose what product/definition it should be consistent with</param>
+        public static Func<double, double> QuantileCustomFunc(this IEnumerable<double> data, QuantileDefinition definition)
+        {
+            if (data == null) throw new ArgumentNullException("data");
+            var array = data.ToArray();
+            Array.Sort(array);
+            return tau => SortedArrayStatistics.QuantileCustom(array, tau, definition);
+        }
+
+        /// <summary>
+        /// stimates the tau-th quantile from the provided samples.
+        /// The tau-th quantile is the data value where the cumulative distribution
+        /// function crosses tau. The quantile definition can be specificed to be compatible
+        /// with an existing system.
+        /// </summary>
+        /// <param name="data">The data sample sequence.</param>
+        /// <param name="definition">Quantile definition, to choose what product/definition it should be consistent with</param>
+        public static Func<double, double> QuantileCustomFunc(this IEnumerable<double?> data, QuantileDefinition definition)
+        {
+            if (data == null) throw new ArgumentNullException("data");
+            var array = data.Where(d => d.HasValue).Select(d => d.Value).ToArray();
+            Array.Sort(array);
+            return tau => SortedArrayStatistics.QuantileCustom(array, tau, definition);
+        }
+
         /// <summary>
         /// Estimates the p-Percentile value from the provided samples.
         /// If a non-integer Percentile is needed, use Quantile instead.
@@ -342,6 +429,34 @@ namespace MathNet.Numerics.Statistics
             return ArrayStatistics.PercentileInplace(array, p);
         }
 
+        /// <summary>
+        /// Estimates the p-Percentile value from the provided samples.
+        /// If a non-integer Percentile is needed, use Quantile instead.
+        /// Approximately median-unbiased regardless of the sample distribution (R8).
+        /// </summary>
+        /// <param name="data">The data sample sequence.</param>
+        public static Func<int, double> PercentileFunc(this IEnumerable<double> data)
+        {
+            if (data == null) throw new ArgumentNullException("data");
+            var array = data.ToArray();
+            Array.Sort(array);
+            return p => SortedArrayStatistics.Percentile(array, p);
+        }
+
+        /// <summary>
+        /// Estimates the p-Percentile value from the provided samples.
+        /// If a non-integer Percentile is needed, use Quantile instead.
+        /// Approximately median-unbiased regardless of the sample distribution (R8).
+        /// </summary>
+        /// <param name="data">The data sample sequence.</param>
+        public static Func<int, double> PercentileFunc(this IEnumerable<double?> data)
+        {
+            if (data == null) throw new ArgumentNullException("data");
+            var array = data.Where(d => d.HasValue).Select(d => d.Value).ToArray();
+            Array.Sort(array);
+            return p => SortedArrayStatistics.Percentile(array, p);
+        }
+
         /// <summary>
         /// Estimates the first quartile value from the provided samples.
         /// Approximately median-unbiased regardless of the sample distribution (R8).
@@ -449,5 +564,17 @@ namespace MathNet.Numerics.Statistics
             var array = data.ToArray();
             return ArrayStatistics.OrderStatisticInplace(array, order);
         }
+
+        /// <summary>
+        /// Returns the order statistic (order 1..N) from the provided samples.
+        /// </summary>
+        /// <param name="data">The data sample sequence.</param>
+        public static Func<int, double> OrderStatisticFunc(IEnumerable<double> data)
+        {
+            if (data == null) throw new ArgumentNullException("data");
+            var array = data.ToArray();
+            Array.Sort(array);
+            return order => SortedArrayStatistics.OrderStatistic(array, order);
+        }
     }
 }
diff --git a/src/UnitTests/StatisticsTests/StatisticsTests.cs b/src/UnitTests/StatisticsTests/StatisticsTests.cs
index f06d468d..82592bef 100644
--- a/src/UnitTests/StatisticsTests/StatisticsTests.cs
+++ b/src/UnitTests/StatisticsTests/StatisticsTests.cs
@@ -233,6 +233,16 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
             // -3 -1 -0.5 0  1  4 5 6 10
             var samples = new[] { -1, 5, 0, -3, 10, -0.5, 4, 1, 6 };
 
+            var f = Statistics.OrderStatisticFunc(samples);
+            Assert.That(f(0), Is.NaN, "Order-0 (bad)");
+            Assert.That(f(1), Is.EqualTo(-3), "Order-1");
+            Assert.That(f(2), Is.EqualTo(-1), "Order-2");
+            Assert.That(f(3), Is.EqualTo(-0.5), "Order-3");
+            Assert.That(f(7), Is.EqualTo(5), "Order-7");
+            Assert.That(f(8), Is.EqualTo(6), "Order-8");
+            Assert.That(f(9), Is.EqualTo(10), "Order-9");
+            Assert.That(f(10), Is.NaN, "Order-10 (bad)");
+
             Assert.That(Statistics.OrderStatistic(samples, 0), Is.NaN, "Order-0 (bad)");
             Assert.That(Statistics.OrderStatistic(samples, 1), Is.EqualTo(-3), "Order-1");
             Assert.That(Statistics.OrderStatistic(samples, 2), Is.EqualTo(-1), "Order-2");
@@ -279,7 +289,9 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
             var samples = new[] {-1, 5, 0, -3, 10, -0.5, 4, 0.2, 1, 6};
 
             Assert.AreEqual(expected, Statistics.InverseCDF(samples, tau), 1e-14);
+            Assert.AreEqual(expected, Statistics.InverseCDFFunc(samples)(tau), 1e-14);
             Assert.AreEqual(expected, Statistics.QuantileCustom(samples, tau, QuantileDefinition.InverseCDF), 1e-14);
+            Assert.AreEqual(expected, Statistics.QuantileCustomFunc(samples, QuantileDefinition.InverseCDF)(tau), 1e-14);
 
             Assert.AreEqual(expected, ArrayStatistics.QuantileCustomInplace(samples, tau, QuantileDefinition.InverseCDF), 1e-14);
             Assert.AreEqual(expected, ArrayStatistics.QuantileCustomInplace(samples, tau, 0d, 0d, 1d, 0d), 1e-14);
@@ -306,6 +318,7 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
             var samples = new[] {-1, 5, 0, -3, 10, -0.5, 4, 0.2, 1, 6};
 
             Assert.AreEqual(expected, Statistics.QuantileCustom(samples, tau, QuantileDefinition.R2), 1e-14);
+            Assert.AreEqual(expected, Statistics.QuantileCustomFunc(samples, QuantileDefinition.R2)(tau), 1e-14);
 
             Assert.AreEqual(expected, ArrayStatistics.QuantileCustomInplace(samples, tau, QuantileDefinition.InverseCDFAverage), 1e-14);
 
@@ -330,6 +343,7 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
             var samples = new[] {-1, 5, 0, -3, 10, -0.5, 4, 0.2, 1, 6};
 
             Assert.AreEqual(expected, Statistics.QuantileCustom(samples, tau, QuantileDefinition.R3), 1e-14);
+            Assert.AreEqual(expected, Statistics.QuantileCustomFunc(samples, QuantileDefinition.R3)(tau), 1e-14);
 
             Assert.AreEqual(expected, ArrayStatistics.QuantileCustomInplace(samples, tau, QuantileDefinition.Nearest), 1e-14);
             Assert.AreEqual(expected, ArrayStatistics.QuantileCustomInplace(samples, tau, 0.5d, 0d, 0d, 0d), 1e-14);
@@ -356,6 +370,7 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
             var samples = new[] {-1, 5, 0, -3, 10, -0.5, 4, 0.2, 1, 6};
 
             Assert.AreEqual(expected, Statistics.QuantileCustom(samples, tau, QuantileDefinition.R4), 1e-14);
+            Assert.AreEqual(expected, Statistics.QuantileCustomFunc(samples, QuantileDefinition.R4)(tau), 1e-14);
 
             Assert.AreEqual(expected, ArrayStatistics.QuantileCustomInplace(samples, tau, QuantileDefinition.California), 1e-14);
             Assert.AreEqual(expected, ArrayStatistics.QuantileCustomInplace(samples, tau, 0d, 0d, 0d, 1d), 1e-14);
@@ -382,6 +397,7 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
             var samples = new[] {-1, 5, 0, -3, 10, -0.5, 4, 0.2, 1, 6};
 
             Assert.AreEqual(expected, Statistics.QuantileCustom(samples, tau, QuantileDefinition.R5), 1e-14);
+            Assert.AreEqual(expected, Statistics.QuantileCustomFunc(samples, QuantileDefinition.R5)(tau), 1e-14);
 
             Assert.AreEqual(expected, ArrayStatistics.QuantileCustomInplace(samples, tau, QuantileDefinition.Hydrology), 1e-14);
             Assert.AreEqual(expected, ArrayStatistics.QuantileCustomInplace(samples, tau, 0.5d, 0d, 0d, 1d), 1e-14);
@@ -408,6 +424,7 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
             var samples = new[] {-1, 5, 0, -3, 10, -0.5, 4, 0.2, 1, 6};
 
             Assert.AreEqual(expected, Statistics.QuantileCustom(samples, tau, QuantileDefinition.R6), 1e-14);
+            Assert.AreEqual(expected, Statistics.QuantileCustomFunc(samples, QuantileDefinition.R6)(tau), 1e-14);
 
             Assert.AreEqual(expected, ArrayStatistics.QuantileCustomInplace(samples, tau, QuantileDefinition.Weibull), 1e-14);
             Assert.AreEqual(expected, ArrayStatistics.QuantileCustomInplace(samples, tau, 0d, 1d, 0d, 1d), 1e-14);
@@ -434,6 +451,7 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
             var samples = new[] {-1, 5, 0, -3, 10, -0.5, 4, 0.2, 1, 6};
 
             Assert.AreEqual(expected, Statistics.QuantileCustom(samples, tau, QuantileDefinition.R7), 1e-14);
+            Assert.AreEqual(expected, Statistics.QuantileCustomFunc(samples, QuantileDefinition.R7)(tau), 1e-14);
 
             Assert.AreEqual(expected, ArrayStatistics.QuantileCustomInplace(samples, tau, QuantileDefinition.Excel), 1e-14);
             Assert.AreEqual(expected, ArrayStatistics.QuantileCustomInplace(samples, tau, 1d, -1d, 0d, 1d), 1e-14);
@@ -460,6 +478,7 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
 
             Assert.AreEqual(expected, Statistics.Quantile(samples, tau), 1e-14);
             Assert.AreEqual(expected, Statistics.QuantileCustom(samples, tau, QuantileDefinition.R8), 1e-14);
+            Assert.AreEqual(expected, Statistics.QuantileCustomFunc(samples, QuantileDefinition.R8)(tau), 1e-14);
 
             Assert.AreEqual(expected, ArrayStatistics.QuantileInplace(samples, tau), 1e-14);
             Assert.AreEqual(expected, ArrayStatistics.QuantileCustomInplace(samples, tau, QuantileDefinition.Median), 1e-14);
@@ -487,6 +506,7 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
             var samples = new[] {-1, 5, 0, -3, 10, -0.5, 4, 0.2, 1, 6};
 
             Assert.AreEqual(expected, Statistics.QuantileCustom(samples, tau, QuantileDefinition.R9), 1e-14);
+            Assert.AreEqual(expected, Statistics.QuantileCustomFunc(samples, QuantileDefinition.R9)(tau), 1e-14);
 
             Assert.AreEqual(expected, ArrayStatistics.QuantileCustomInplace(samples, tau, QuantileDefinition.Normal), 1e-14);
             Assert.AreEqual(expected, ArrayStatistics.QuantileCustomInplace(samples, tau, 3/8d, 1/4d, 0d, 1d), 1e-14);