Information geometry provides the mathematical sciences with a new framework of analysis. It has emerged from the investigation of the natural differential geometric structure on manifolds of probability distributions, which consists of a Riemannian metric defined by the Fisher information and a one-parameter family of affine connections called the -connections. The duality between the -connection and the -connection together with the metric play an essential role in this geometry. This kind of duality, having emerged from manifolds of probability distributions, is ubiquitous, appearing in a variety of problems which might have no explicit relation to probability theory. Through the duality, it is possible to analyze various fundamental problems in a unified perspective.