I have a pair of data sets, and I want to know whether the medians of these two sets differ significantly. I've calculated the median of each set and subtracted them from each other. How can I determine appropriate error bars for that point?
I was thinking I would take the median absolute deviation (MAD) of both and add them together. But should that be the entire length of the error bar? Or half of it? Or should I divide it by $\sqrt n$? Any advice is appreciated, thanks.