Statistical methods like
t.test test differences in medians or means. I would like to compare the difference in extreme percentile (could be one side or both size). I don't know how to define extreme percentile in the best way, as it could be just 1% but it may miss any changes in 5%. So the definition of extreme percentile has to be factored in the solution to the problem.
The distributions in the regions around the middle are not necessarily exactly same but should close. Even they are a little different, I don't really care as I just want to tell whether there is any significant difference be in the tail regions.
Could anybody suggest methods for doing so? Thanks.