  A Bayesian game is a game of incomplete information in which the rules of the
game are not fully known to all players. We consider the Bayesian game of
Battle of Sexes that has several Bayesian Nash equilibria and investigate its
outcome when the underlying probability set is obtained from generalized
Einstein-Podolsky-Rosen experiments. We find that this probability set, which
may become non-factorizable, results in a unique Bayesian Nash equilibrium of
the game.
