Standard Error and Confidence Interval Estimation for the Median

Philip J. McCarthy

Abstract:
This paper discusses and compares a wide variety of procedures (most of which are based on resampling) that may be used to obtain standard error estimates for the median of a sample drawn without replacement from a finite population. Confidence intervals are also considered. These procedures are evaluated by drawing repeated samples from a number of artificial populations, as well as drawing clustered samples from a population derived from U.S. Current Population Survey results for the month of September 1989.

Keywords:
Balanced repeated replications; bootstrap; jackknife; order statistics.