I have a set of values $x_i\quad i=1,…,N$ of which I can calculate the median M. Each $x_i$ has an error $\delta x_i$. The $x_i$ values are the result of a maximum likelyhood estimation and their error is calculated using the Cramer-Rao inequality.
How could I proceed to calculate the error on the median $\delta M$?
Some time ago I asked a similar question but at the time I did not consider the error on the $x_i$ values. How this additional uncertainty modifies the answer/way of thinking?