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Scientists studying the matter generally believe multitasking, and women's superiority at it, to be a myth. Men come out slightly better multitaskers than women but there's not really any meaningful difference. The way it's defined is critical though; it's being able to do two things that typically require focal attention at the exact same time. For example, driving and carrying on an important conversation on the phone. In general, people are quite bad at any such multi-tasking.

When you interview women they tend to believe the myth that women are better but it's based on a different definition of multitasking. They often mean that they'll start one task that can sort of self run, like putting the laundry in, and while that's happening go and work on a letter they've been writing to a client or some other task. They would tend to say they do that all of the time. There's not much research into whether men or women are better at that because that's generally not the kind of multitasking researchers have cared about. I should think an investigation into planning potentially overlapping tasks would be how you'd test this.

In addition, as one of the articles below mentions, there seems to be a general belief that while neither sex is particularly good at it, women actually do it more frequently. That too, hasn't really been studied as far as I know.

Here are some related newsy articles:

Why men (yes, men) are better multitaskers

Are Men or Women Better at Multitasking?