Abstract
Abstract A method of reduction of a finite statistical game is described. The method allows to reduce the solution of this game to the solution of a statistical game with a “smaller” space of observations in that case if the optimal strategy is partly known for the statistician. In particular, this.situation arises if a given optimal strategy of the nature is checked. Considering some infinite-dimensional linear programming problems associated to the original game, we prove theorems about the connection between the solutions of the original and the reduced game. A complete analysis of 2 × 2-statistical games is given using the described reduction. AMS I980 Subject Classifications: Primary: 49 D 05Secondary: 90 E 05Keywords: Game theorystatistic gamereduction of statistical games
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