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The suspension Anosov flow on $T_A$ induces a positive contact structure $\\xi_+=\\ker(\\beta_++\\beta_-)$ and a negative contact structure $\\xi_-=\\ker(\\beta_+-\\beta_-)$, where $\\beta_+$ and $\\beta_-$ are the 1-forms defining the Anosov foliations. They form a bi-contact structure on $T_A$. If the parameter space is the upper half-plane $\\mathbb H=\\{(m,s): s>0\\}\\subset\\mathbb R^2$ with a certain non-K\u00e4hler metric and a non-metric connection, where $m$ denotes the mean and $s$ is the standard deviation, then the local structures are derived from a certain global function $D$ on $\\mathbb H\\times\\mathbb H$ which is fundamental in information theory. On the other hand, the product $\\mathbb H\\times\\mathbb H$ parametrizes abelian surfaces in moduli theory, that is, the quotient of the product $\\mathbb H\\times\\mathbb H$ under the action of a Hilbert modular group is a non-compact singular complex surface which parametrizes the isomorphism classes of complex abelian surfaces with a real multiplication structure. Its topology is defined by describing each end of a Hilbert modular surface as a cusp, namely the neighborhood of $\\infty$ of the quotient $M$ of $\\mathbb H\\times\\mathbb H$ under a certain action of a semi-direct product $\\mathbb Z\\ltimes\\mathbb Z^2$ of lattices of $\\mathbb R$ and $\\mathbb R^2$. From the contact topological point of view, $M\\cup \\{\\infty\\}$ is the cone with positive and negative symplectic structures whose base $N$ is a $\\mathrm{Sol}^3$-manifold with the positive and negative contact structures $\\xi_{\\pm}$ associated to the suspension Anosov flow. \\par In this paper, the author considers the information geometry of normal distributions so that it fits with the contact topology of a cusp. \\par The first result of the paper describes the information geometry of $\\mathbb H$ by introducing a self-correspondence $F\\subset\\mathbb H\\times\\mathbb H$ which identifies the convolution operation for the probability densities in each factor of $\\mathbb H\\times\\mathbb H$ to the operation of Bayesian learning for those in the other factor. \\par The second result states that the action of $\\mathbb Z\\ltimes\\mathbb Z^2$ preserves the metric and connection on each factor of $\\mathbb H\\times\\mathbb H$, the sum (resp. the difference) of the natural area forms descends to the positive (resp. negative) symplectic structure on the quotient $M$, the surface $F$ is a Lagrangian correspondence which descends to a densely immersed Lagrangian submanifold $L\\subset N$ of $M$ with respect to the negative symplectic structure, and $L$ is decomposed into Legendrian submanifolds of $N$ with respect to the positive contact structure. \\par Finally, the author shows that there exists a contact Hamiltonian flow on the universal cover $\\widetilde N\\subset\\mathbb H\\times\\mathbb H$ of the $\\mathrm{Sol}^3$-manifold $N\\subset M$ such that (i) the surface $F\\subset N$ is an invariant submanifold, (ii) the projection of the induced flow on $F$ to each factor of $\\mathbb H\\times\\mathbb H$ is tangent to a foliation whose leaves are geodesics for the non-metric connection in the information geometry, and (iii) the iterations of convolutions along the foliation of the first factor and a certain Bayesian learning process along the foliation of the 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