diff --git a/homeassistant/components/statistics/sensor.py b/homeassistant/components/statistics/sensor.py
index e32ae0debaf..b1ea6cfb50f 100644
--- a/homeassistant/components/statistics/sensor.py
+++ b/homeassistant/components/statistics/sensor.py
@@ -39,6 +39,7 @@ ATTR_MEAN = "mean"
 ATTR_MEDIAN = "median"
 ATTR_MIN_AGE = "min_age"
 ATTR_MIN_VALUE = "min_value"
+ATTR_QUANTILES = "quantiles"
 ATTR_SAMPLING_SIZE = "sampling_size"
 ATTR_STANDARD_DEVIATION = "standard_deviation"
 ATTR_TOTAL = "total"
@@ -47,10 +48,14 @@ ATTR_VARIANCE = "variance"
 CONF_SAMPLING_SIZE = "sampling_size"
 CONF_MAX_AGE = "max_age"
 CONF_PRECISION = "precision"
+CONF_QUANTILE_INTERVALS = "quantile_intervals"
+CONF_QUANTILE_METHOD = "quantile_method"
 
 DEFAULT_NAME = "Stats"
 DEFAULT_SIZE = 20
 DEFAULT_PRECISION = 2
+DEFAULT_QUANTILE_INTERVALS = 4
+DEFAULT_QUANTILE_METHOD = "exclusive"
 ICON = "mdi:calculator"
 
 PLATFORM_SCHEMA = PLATFORM_SCHEMA.extend(
@@ -62,6 +67,12 @@ PLATFORM_SCHEMA = PLATFORM_SCHEMA.extend(
         ),
         vol.Optional(CONF_MAX_AGE): cv.time_period,
         vol.Optional(CONF_PRECISION, default=DEFAULT_PRECISION): vol.Coerce(int),
+        vol.Optional(
+            CONF_QUANTILE_INTERVALS, default=DEFAULT_QUANTILE_INTERVALS
+        ): vol.All(vol.Coerce(int), vol.Range(min=2)),
+        vol.Optional(CONF_QUANTILE_METHOD, default=DEFAULT_QUANTILE_METHOD): vol.In(
+            ["exclusive", "inclusive"]
+        ),
     }
 )
 
@@ -76,9 +87,22 @@ async def async_setup_platform(hass, config, async_add_entities, discovery_info=
     sampling_size = config.get(CONF_SAMPLING_SIZE)
     max_age = config.get(CONF_MAX_AGE)
     precision = config.get(CONF_PRECISION)
+    quantile_intervals = config.get(CONF_QUANTILE_INTERVALS)
+    quantile_method = config.get(CONF_QUANTILE_METHOD)
 
     async_add_entities(
-        [StatisticsSensor(entity_id, name, sampling_size, max_age, precision)], True
+        [
+            StatisticsSensor(
+                entity_id,
+                name,
+                sampling_size,
+                max_age,
+                precision,
+                quantile_intervals,
+                quantile_method,
+            )
+        ],
+        True,
     )
 
     return True
@@ -87,7 +111,16 @@ async def async_setup_platform(hass, config, async_add_entities, discovery_info=
 class StatisticsSensor(SensorEntity):
     """Representation of a Statistics sensor."""
 
-    def __init__(self, entity_id, name, sampling_size, max_age, precision):
+    def __init__(
+        self,
+        entity_id,
+        name,
+        sampling_size,
+        max_age,
+        precision,
+        quantile_intervals,
+        quantile_method,
+    ):
         """Initialize the Statistics sensor."""
         self._entity_id = entity_id
         self.is_binary = self._entity_id.split(".")[0] == "binary_sensor"
@@ -95,12 +128,14 @@ class StatisticsSensor(SensorEntity):
         self._sampling_size = sampling_size
         self._max_age = max_age
         self._precision = precision
+        self._quantile_intervals = quantile_intervals
+        self._quantile_method = quantile_method
         self._unit_of_measurement = None
         self.states = deque(maxlen=self._sampling_size)
         self.ages = deque(maxlen=self._sampling_size)
 
         self.count = 0
-        self.mean = self.median = self.stdev = self.variance = None
+        self.mean = self.median = self.quantiles = self.stdev = self.variance = None
         self.total = self.min = self.max = None
         self.min_age = self.max_age = None
         self.change = self.average_change = self.change_rate = None
@@ -191,6 +226,7 @@ class StatisticsSensor(SensorEntity):
                 ATTR_COUNT: self.count,
                 ATTR_MEAN: self.mean,
                 ATTR_MEDIAN: self.median,
+                ATTR_QUANTILES: self.quantiles,
                 ATTR_STANDARD_DEVIATION: self.stdev,
                 ATTR_VARIANCE: self.variance,
                 ATTR_TOTAL: self.total,
@@ -257,9 +293,18 @@ class StatisticsSensor(SensorEntity):
             try:  # require at least two data points
                 self.stdev = round(statistics.stdev(self.states), self._precision)
                 self.variance = round(statistics.variance(self.states), self._precision)
+                if self._quantile_intervals < self.count:
+                    self.quantiles = [
+                        round(quantile, self._precision)
+                        for quantile in statistics.quantiles(
+                            self.states,
+                            n=self._quantile_intervals,
+                            method=self._quantile_method,
+                        )
+                    ]
             except statistics.StatisticsError as err:
                 _LOGGER.debug("%s: %s", self.entity_id, err)
-                self.stdev = self.variance = STATE_UNKNOWN
+                self.stdev = self.variance = self.quantiles = STATE_UNKNOWN
 
             if self.states:
                 self.total = round(sum(self.states), self._precision)
diff --git a/tests/components/statistics/test_sensor.py b/tests/components/statistics/test_sensor.py
index 60de732cf79..bcbf13b8298 100644
--- a/tests/components/statistics/test_sensor.py
+++ b/tests/components/statistics/test_sensor.py
@@ -48,6 +48,9 @@ class TestStatisticsSensor(unittest.TestCase):
         self.median = round(statistics.median(self.values), 2)
         self.deviation = round(statistics.stdev(self.values), 2)
         self.variance = round(statistics.variance(self.values), 2)
+        self.quantiles = [
+            round(quantile, 2) for quantile in statistics.quantiles(self.values)
+        ]
         self.change = round(self.values[-1] - self.values[0], 2)
         self.average_change = round(self.change / (len(self.values) - 1), 2)
         self.change_rate = round(self.change / (60 * (self.count - 1)), 2)
@@ -112,6 +115,7 @@ class TestStatisticsSensor(unittest.TestCase):
         assert self.variance == state.attributes.get("variance")
         assert self.median == state.attributes.get("median")
         assert self.deviation == state.attributes.get("standard_deviation")
+        assert self.quantiles == state.attributes.get("quantiles")
         assert self.mean == state.attributes.get("mean")
         assert self.count == state.attributes.get("count")
         assert self.total == state.attributes.get("total")
@@ -188,6 +192,7 @@ class TestStatisticsSensor(unittest.TestCase):
         # require at least two data points
         assert state.attributes.get("variance") == STATE_UNKNOWN
         assert state.attributes.get("standard_deviation") == STATE_UNKNOWN
+        assert state.attributes.get("quantiles") == STATE_UNKNOWN
 
     def test_max_age(self):
         """Test value deprecation."""