The transport properties of a magnetic two dimensional electron gas consisting of a modulation doped n type HgMnTe/HgCdTe quantum well, QW, have been investigated. By analyzing the Shubnikov-de Haas oscillations and the node positions of their beating patterns, we have been able to separate the gate voltage dependent Rashba spin-orbit splitting from the temperature dependent giant Zeeman splitting. It has been experimentally demonstrated that the Rashba spin-orbit splitting is larger than or comparable to the $sp-d$ exchange interaction induced giant Zeeman splitting in this magnetic 2DEG even at moderately high magnetic fields.
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