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Dera Derrick,

if you have a continuous distribution with the ordered observations
x_(1), x_(2), ... ,x_(r), ... ,x_(s), ... ,x_(N) you can use the following
expression
(resulting from the binomial distribution) for determining the CI:

Pob[ x_(r)<= med <= x_(s) ]=(1/2)^N sum_(i=r, r+1,...,s-1) (N over i)

asymtotically (works well for N>15) use

r=N/2 - u_(alpha/2) sqrt(N/4)

(rounding down) for the lower and

s=N-r+1

for the upper bound.

Kind regards

Robert Németh




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