An experiment to evaluate Bayesian learning of Nash equilibrium play

We report on an experiment designed to evaluate the empirical implications of Jordans model of Bayesian learning in games of incomplete information. A finite example is constructed in which the model generates unique predicti ons of subjects' choices in nearly all periods. When the "true" game define d by players' private information was one with a unique equilibrium in pure strategies, the experimental subjects play converged to the equilibrium, a s Jordan's theory predicts, even when the subjects' had not attained comple te information about one another. But when there were two pure strategy equ ilibria, the theory's predictions were not consistent with observed behavio r. Journal of Economic Literature Classification numbers: D83, C72, C92. (C ) 2001 Academic Press.