Which country became the first in the world to have a female prime minister?

First Woman Prime Minister in the World

Sirima Ratwatte Dias Bandaranaike (Sinhalese: සිරිමා රත්වත්තේ ඩයස් බණ්ඩාරනායක, Tamil: சிறிமா ரத்வத்தே டயஸ் பண்டாரநாயக்கே; 17 April 1916 – 10 October 2000), commonly known as Sirimavo Bandaranaike (the suffix "vo" denotes respect), was a Sri Lankan stateswoman and politician and the modern world's first female head of government. She served as Prime Minister of Ceylon and Sri Lanka three times, 1960–65, 1970–77 and 1994–2000, and was a long-time leader of the Sri Lanka Freedom Party.
Bandaranaike was the widow of a previous Sri Lankan prime minister, Solomon Bandaranaike, and the mother of Sri Lanka's fourth Executive President, Chandrika Kumaratunga, as well as Anura Bandaranaike, former speaker and cabinet minister.