Traditionally you wanted to calculate the mean and the confidence intervals for the mean.
However since the median often is a better measure than the mean, we nowadays want to calculate:
the median and the confidence interval for the median.

My question: Is the confidence interval (CI) for the median smaller or bigger than that of the mean?
Or is it not possible to say anything about this in general?!
(My guess is that the CI for the median, for almost symmetric distributions, is smaller than the CI of the mean.
However I can NOT prove it). / Br Anders Ph.D., Actuary, SAS user since 1981, now retired (mostly)