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95% confidence interval - median

  1. Dec 14, 2012 #1
    To calculate the 95% confidence interval of the mean of a normal distribution you calculate 1.96 χ standard error on the mean.
    what do you do if you want to calculate the 95% confidence interval on the median of the distribution, for a distribution that is most definitely skewed and not gaussian?
    Thanks
     
  2. jcsd
  3. Dec 14, 2012 #2
    I would bootstrap it.
     
  4. Dec 14, 2012 #3
    can you do that in excel?
     
  5. Dec 14, 2012 #4
    You'll have to check the documentation. Any worthwhile statistical program will have bootstrapping support; you might want to look at R.
     
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