Statistical Foundations

Probability, inference, hypothesis testing, regression, nonparametric methods.
TUTORIALS

Statistical Foundations

Probability, inference, hypothesis testing, regression, nonparametric methods.

Bayesian inference for game-theoretic parameters

statistical-foundations
bayesian-inference
qre
parameter-estimation

Estimate game parameters including payoffs, type distributions, and rationality levels from observed play using Bayesian methods with quantal response equilibrium likelihoods and grid-based posterior computation.

May 8, 2026

Bootstrap inference for game-theoretic quantities

statistical-foundations
bootstrap
confidence-intervals
shapley-value

Apply bootstrap resampling to construct confidence intervals for mixed-strategy frequency estimates and Shapley values, with coverage simulations comparing percentile and BCa methods.

May 8, 2026

Hypothesis testing as a game between nature and the statistician

statistical-foundations
hypothesis-testing
minimax

Reframe classical hypothesis testing as a two-player minimax game in which nature chooses the true state and the statistician selects a decision rule. Derive the Neyman-Pearson lemma as the minimax optimal strategy and explore power analysis as strategic optimisation.

May 8, 2026

Hypothesis Testing in Strategic Environments

statistical-foundations
hypothesis-testing
nash-equilibrium
permutation-test

Frame statistical hypothesis testing as a game between researcher and Nature, implement permutation tests for Nash equilibrium deviations, and demonstrate multiple testing corrections across games.

May 8, 2026

Maximum Likelihood Estimation of Game-Theoretic Models

statistical-foundations
maximum-likelihood
quantal-response-equilibrium

Estimate the quantal response equilibrium (QRE) rationality parameter from experimental choice data using maximum likelihood, visualize the log-likelihood surface, and compare QRE with Nash equilibrium predictions.

May 8, 2026
No matching items
Back to top