A game theoretic framework is developed in this paper to facilitate inter-cell interference management through cognitive sensing distributively performed by mobile stations (MSs). Using stochastic geometry, we reveal the relationship between the effectiveness of interference management and MS's "willingness" to perform cognitive sensing. Such cognitive sensing performed by MS is motivated by the associated beneficial results as well as by the rewards from base station(BS) that encourage sensing. Different tradeoffs for BS and MSs exist in their interactions, which are modeled as a Stackelberg game in this paper. While both BS and MS seek to manage interference at its own minimum cost, we design algorithm to achieve Nash equilibrium in such a game and investigate the optimal strategies taken by the players (BS and MSs).