Abstract. On a closed manifold of dimension greater than one, every smooth weak Riemannian metric on the space of smooth positive probability densities, that is invariant under the action of the diffeomorphism group, is a multiple of the Fisher-Rao metric.Introduction. The Fisher-Rao metric on the space Prob(M ) of probability densities is of importance in the field of information geometry. Restricted to finitedimensional submanifolds of Prob(M ), so-called statistical manifolds, it is called Fisher's information metric [1]. The Fisher-Rao metric has the property that it is invariant under the action of the diffeomorphism group. The interesting question is whether it is the unique metric possessing this invariance property. A uniqueness result was established [4, p. 156] for Fisher's information metric on finite sample spaces and [2] extended it to infinite sample spaces.