  We consider distinguishing between two distribution tail models when tails of
one model are lighter (or heavier) than those of the other. Two procedures are
proposed: one scale-free and one location- and scale-free, and their asymptotic
properties are established. We show the advantage of using these procedures for
distinguishing between certain tail models in comparison with the tests
proposed in the literature by simulation and apply them to data on daily
precipitation in Green Bay, US and Saentis, Switzerland.
