DOC: add example for stats.mstats.compare_median_ms (scipy#14068)

* Added example for compare_median_ms

Co-authored-by: Matt Haberland <[email protected]>

scipy/stats/_mstats_extras.py

@@ -393,6 +393,30 @@ def compare_medians_ms(group_1, group_2, axis=None):
         ndarray of floats with a length equal to the length of `group_1`
         along `axis`.
 
+    Examples
+    --------
+
+    >>> from scipy import stats
+    >>> a = [1, 2, 3, 4, 5, 6, 7]
+    >>> b = [8, 9, 10, 11, 12, 13, 14]
+    >>> stats.mstats.compare_medians_ms(a, b, axis=None)
+    1.0693225866553746e-05
+
+    The function is vectorized to compute along a given axis.
+
+    >>> import numpy as np
+    >>> rng = np.random.default_rng()
+    >>> x = rng.random(size=(3, 7))
+    >>> y = rng.random(size=(3, 8))
+    >>> stats.mstats.compare_medians_ms(x, y, axis=1)
+    array([0.36908985, 0.36092538, 0.2765313 ])
+
+    References
+    ----------
+    .. [1] McKean, Joseph W., and Ronald M. Schrader. "A comparison of methods
+       for studentizing the sample median." Communications in
+       Statistics-Simulation and Computation 13.6 (1984): 751-773.
+
     """
     (med_1, med_2) = (ma.median(group_1,axis=axis), ma.median(group_2,axis=axis))
     (std_1, std_2) = (mstats.stde_median(group_1, axis=axis),