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DAX includes several statistical functions, such as average, variance, and standard deviation. Other common algorithms require some DAX code and we published an article about common Statistical Patterns on www.daxpatterns.com, including:
I think that Median and Percentile implementation are the most interesting patterns, because performance might be very different depending on the implementation. I am sure that a native implementation in DAX of such algorithms would be much better, but in the meantime you can just copy and paste the formulas presented in the article!
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About Marco Russo (SQLBI)
Marco Russo is a consultant, writer and trainer specialized in Business Intelligence with Microsoft technologies. He runs the SQLBI.COM website, which is dedicated to distribute resources useful for BI developers, like Integration Services components, Analysis Services models, tools, technical information and so on. Marco is certified as MCT, MCDBA, MCSD.NET, MCSA, MCSE+I.