Аннотация:In this paper, first, we survey the concept of diffeological Fisher metric and its naturality, using functorial language of probability morphisms, and slightly extending Lê's theory in \cite{Le2020} to include weakly C^k-diffeological statistical models. Then we introduce the resulting notions of the diffeological Fisher distance, the diffeological Hausdorff--Jeffrey measure and explain their role in classical and Bayesian nonparametric estimation problems in statistics.