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Estimating SE of medians by simulation
If you want to try this simulation yourself, using R, these are the instructions we used:
For a highly skewed population we used a lognormal distribution function (rlnorm) instead of rnorm  and the same parameters. For a skewed population we sampled a lognormal distribution with a mean of 1 (rather than 0.01), and a standard deviation of 0.2 (rather than 10).
