We study games with incomplete information from a point of view which emphasizes the empirical predictions arising from game-theoretic models. Using the notion of “distributional” strategies, we prove four main theorems: (i) a mixed-strategy Nash equilibrium existence theorem, (ii) a pure-strategy equilibrium existence theorem, (iii) a pure-strategy ϵ-equilibrium existence theorem, and (iv) a theorem describing how the set of equilibria of a game varies with the parameters of the game.