Differential geometric approach to the field of statistics gave rise to a branch of mathematics called the information geometry. Information
geometry began as a study of the geometric structures possessed by a statistical model of probability distributions.
A statistical model equipped with a Riemannian metric together with a pair of dual affine connections is called a statistical manifold. Information geometry typically deals with the study of various geometric structures on a statistical manifold. In this talk
I present a brief description of the information geometric framework for the statistical estimation problem. First I describe two important class of geometric structures on a statistical manifold, the alpha-geometry and the (
F, G)-geometry. Then the role of the
(F, G)-geometry in the study of dually flat structures of the deformed exponential family is discussed. Also I describe the geometric framework for the mismatched estimation problem in an exponential family. Finally I present some of the open research problems
in the area of estimation in a deformed exponential family