the exhaust gas analyzer port is a caped opening before the cat that is used to sample exhaust gases before they go threw the cat converter. This would be used to tell you how well the engine is burning the fuel and is typically done as a part of a tune up. the tail pipe testing is more for emissions as part of a state inspection. testing the exhaust gases after the cat only tells you if the cat is working 
Bob Donlads 
http://www.bostonengine.com