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Accurate goodness-of-fit tests for the extreme tails of empirical distributions is a very important issue, relevant in many contexts, including geophysics, insurance, and finance. We have derived exact asymptotic results for a generalization of the large-sample Kolmogorov-Smirnov test, well suited to testing these extreme tails. In passing, we have rederived and made more precise the approximate limit solutions found originally in unrelated fields, first in [ L. Turban J. Phys. A 25 127 (1992)] and later in [ P. L. Krapivsky and S. Redner Am. J. Phys. 64 546 (1996)].
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