Nonparametric Strategy Test

Sam Ganzfried

Papers from arXiv.org

Abstract: We present a nonparametric statistical test for determining whether an agent is following a given mixed strategy in a repeated strategic-form game given samples of the agent's play. This involves two components: determining whether the agent's frequencies of pure strategies are sufficiently close to the target frequencies, and determining whether the pure strategies selected are independent between different game iterations. Our integrated test involves applying a chi-squared goodness of fit test for the first component and a generalized Wald-Wolfowitz runs test for the second component. The results from both tests are combined using Bonferroni correction to produce a complete test for a given significance level $\alpha.$ We applied the test to publicly available data of human rock-paper-scissors play. The data consists of 50 iterations of play for 500 human players. We test with a null hypothesis that the players are following a uniform random strategy independently at each game iteration. Using a significance level of $\alpha = 0.05$, we conclude that 305 (61%) of the subjects are following the target strategy.

Date: 2023-12, Revised 2024-10
New Economics Papers: this item is included in nep-ecm and nep-gth
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://arxiv.org/pdf/2312.10695 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2312.10695

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().