Quite useful indeed!
If I may, I'd love to see references for each concept.
I appreciate anyone can look "sample space" or "parametric inference" up on Google, but it'd take some time to find some authoritative source (especially for people like who do not work with stats every day).
It'd be awesome if I could see a "[1]" and a reference (or list of references), either online or offline, where the concept is defined.
I fully agree that tracing each concept to its originating source has great value.
From a presentational point of view, I wonder if it would pollute the plain/clean presentation of the formulas. Perhaps very small footnote-like citations could work, but it has to be unobtrusive.
The hardest part, however, will be coming up with the authoritative source for each concept. As it's outside my field of expertise, we would have to rely on the community to fill in these details incrementally.
I appreciate anyone can look "sample space" or "parametric inference" up on Google, but it'd take some time to find some authoritative source (especially for people like who do not work with stats every day). It'd be awesome if I could see a "[1]" and a reference (or list of references), either online or offline, where the concept is defined.