Geometry of hypersurfaces defined by the relation which generalizes classical formula for free energy in terms of microstates is studied. Induced metric, Riemann curvature tensor, Gauss-Kronecker curvature and associated entropy are calculated. Special class of ideal statistical hypersurfaces is analyzed in details. Non-ideal hypersurfaces and their singularities similar to those of the phase transitions are considered. Tropical limit of statistical hypersurfaces and double scaling tropical limit are discussed too.