According to Wikipedia, an incomplete-information game can be converted into an imperfect-information game with complete information in extensive form by using the so-called Harsanyi transformation, which means adding chance nodes at the beginning of the game:
It may be the case that a player does not know exactly what the payoffs of the game are or of what type their opponents are. This sort of game has incomplete information. In extensive form, it is represented as a game with complete but imperfect information using the so-called Harsanyi transformation.
My question is: is this transformation feasible only for some kind of incomplete-information games or for all of them? I easily see how it can be done when the distributions of probabilities over the possible types of players are known. In this case, you add one or more chance nodes at the beginning of the game, labeled with said probabilities. But what if the distributions are not known? Can the transformation be made? In this case, I suppose the chance nodes added would not be labeled. Would this still be an imperfect but complete-information game? Would it still be an extensive-form game at all, considering that in the definition of the extensive-form game given by Wikipedia the probabilities of actions by nature (chance nodes) are known?
If the answer to this question is "only certain kinds of incomplete-information games can be converted in imperfect but complete-information games", then another question naturally rises: considering that there is no difference in modeling an imperfect-information game and some particular kinds of incomplete-information games, are imperfect-information games a subset of incomplete-information games?
If the answer is "all the incomplete-information games can be converted in imperfect but complete-information games", then I would ask if imperfect-information games are exactly all of the games with incomplete-information.