The PEP and code look generally good to me.
I think the API for median and its variants deserves some wider discussion: the reference implementation has a callable 'median', and variant callables 'median.low', 'median.high', 'median.grouped'. The pattern of attaching the variant callables as attributes on the main callable is unusual, and isn't something I've seen elsewhere in the standard library. I'd like to see some explanation in the PEP for why it's done this way. (There was already some discussion of this on the issue, but that was more centered around the implementation than the API.)
I'd propose two alternatives for this: either have separate functions 'median', 'median_low', 'median_high', etc., or have a single function 'median' with a "method" argument that takes a string specifying computation using a particular method. I don't see a really good reason to deviate from standard patterns here, and fear that users would find the current API surprising.