如果我理解正确，您可以聚合到一个数组中，然后取消嵌套：

select t.*,
       (select percentile_cont(earning) over ()
        from unnest(ar_earnings) earning
        limit 1
       ) as median_2months
from (select t.*,
             array_agg(earnings) over (partition by city
                                       order by month
                                       range between 1 preceding and current month
                                      ) as ar_earnings
      from t
     ) t;

您没有提供示例数据，但此版本假定 month 表示月份的递增整数。您可能需要调整 range 取决于类型。