We develop a new method for studying stochastic evolutionary game dynamics of mixed strategies. We consider the general situation: there are n pure strategies whose interactions are described by an nxn payoff matrix. Players can use mixed strategies, which are given by the vector (p(1),...,p(n)). Each entry specifies the probability to use the corresponding pure strategy. The sum over all entries is one. Therefore, a mixed strategy is a point in the simplex S(n). We study evolutionary dynamics in a well-mixed population of finite size. Individuals reproduce proportional to payoff. We consider the case of weak selection, which means the payoff from the game is only a small contribution to overall fitness. Reproduction can be subject to mutation; a mutant adopts a randomly chosen mixed strategy. We calculate the average abundance of every mixed strategy in the stationary distribution of the mutation-selection process. We find the crucial conditions that specify if a strategy is favored or opposed by selection. One condition holds for low mutation rate, another for high mutation rate. The result for any mutation rate is a linear combination of those two. As a specific example we study the Hawk-Dove game. We prove general statements about the relationship between games with pure and with mixed strategies.