Are there any reliable indicators?
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Males and females mosquitoes are morphologically quite different.
The majority of individuals you see are females. The males are not attracted to humans and so we see them less often.
The main obvious difference is the size of the antenna. When you see the large feather-like antennas of a male, you'll have no doubt; it is a male. The male also tend to be smaller than the female but given the inter-species variation in size I wouldn't use this criterion to tell the gender especially the antenna criterion is so obvious.
You can find many more pictures if you just google
mosquito male female.
Why do males have these large antennas?
The male's large antennas are for sensing the females. There is a very important sexual selection among male mosquitos for accessing a mate. Female beat their wing at another frequency than males and they therefore produce different sounds when flying. So males compete on their ability to hear and recognize female. Females are attracted to CO2 and warm bodies but males are incredibly attracted to the sound of the female. During my Bachelor degree I once played a 440Hz harmonic to male Anopheles gambiae. It is surprising how quickly they respond to this sound and fly toward the speaker.