The application of game-theoretic probability to statistical tasks, often yielding superior procedures to traditional methods. For instance, see game-theoretic hypothesis testing. Modern approaches to safe, anytime-valid inference (SAVI) tend to use the toolbox of game-theoretic statistics.

While the results can be stated in the language of game-theoretic probability, they are often stated measure theoretically for practical purposes (and to convince other statisticians and practitioners of the value of the methodology).

Game-theoretic statistics might be considered as third perspective on the foundations of statistics, similarly to Bayesian statistics and frequentist statistics.