Game-theoretic statistics

Snapshots of modern mathematics from 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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Mathematical subjects

Probability Theory and Statistics

Connections to other fields

Computer Science
Engineering and Technology
Finance
Humanities and Social Sciences
Life Science

Author(s)

Glenn Shafer

License

DOI (Digital Object Identifier)

10.14760/SNAP-2026-009-EN

Download PDF

PDF

snapshots: overview

Mathematical subjects

Algebra and Number Theory
Analysis
Didactics and Education
Discrete Mathematics and Foundations
Geometry and Topology
Numerics and Scientific Computing
Probability Theory and Statistics

Connections to other fields

Chemistry and Earth Science
Computer Science
Engineering and Technology
Finance
Humanities and Social Sciences
Life Science
Physics
Reflections on Mathematics

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