Statistical Games

arXiv:2402.15892v1 Announce Type: cross
Abstract: This work contains the mathematical exploration of a few prototypical games in which central concepts from statistics and probability theory naturally emerge. The first two kinds of games are termed Fisher and Bayesian games, which are connected to Frequentist and Bayesian statistics, respectively. Later, a more general type of game is introduced, termed Statistical game, in which a further parameter, the players' relative risk aversion, can be set. In this work, we show that Fisher …

abstract arxiv bayesian concepts cs.ai cs.gt cs.lg econ.th exploration fisher game games general math.st probability probability theory statistical statistics stat.ml stat.th theory type work