3 ms·
In large samples the error bars for the median are sqrt(pi/2) times the error bars for the mean if the underlying distribution is normal (the link gives more ge
by jmalicki 5y ago
In large samples the error bars for the median are sqrt(pi/2) times the error bars for the mean if the underlying distribution is normal (the link gives more general results, but that helps give some intuitions about being directly comparable)
https://en.wikipedia.org/wiki/Median#Sampling_distribution https://en.wikipedia.org/wiki/Median#Sampling_distribution