Game-theoretic statistics

Schnappschüsse moderner Mathematik aus Oberwolfach

Game-theoretic statistics

Statistical modeling is the art of connecting abstract models with scientific or practical questions, so that the models’ probabilities throw light on these questions. Standard statistical theory summarizes the results with p-values. Unfortunately, p-values are widely misunderstood. Game-theoretic statistics replace them with e-values, also called betting scores. The model makes a forecast, the statistician makes an imaginary bet against it, and the value is the factor by which she multiplies her stake.

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Mathematisches Fachgebiet

Wahrscheinlichkeitstheorie und Statistik

Verbindung zu anderen Gebieten

Informatik

Ingenieurwissenschaft und Technik

Finanzwesen

Geistes- und Sozialwissenschaft

Biowissenschaft

Autor(en)

Glenn Shafer

Lizenz

CC BY-SA-4.0

DOI (Digital Object Identifier)

10.14760/SNAP-2026-009-EN

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