I am very comfortable happy using R and markdown. My question is about using maths in the name of a theorem. Using maths/LaTeX I am very comfortable with also.

But, my question is when the source contains maths in the theorem name (e.g.):

:::{.theorem #FProperties name="Properties of $F$-distribution"}
Theorem content goes here.
:::

The code does not render the maths in the HTML output (but does in the PDF output); it appears as "F-distribution" (rather than "F-distribution"); i.e., with the dollar signs shown literally rather than as maths delimiters.

Is this not possible, or am I missing something (i.e., RTFM...)?

I don't think we process math in theorem name. Theorem name handling happens in a Lua filter to generate the correct HTML or LaTeX. It is highly possible that the text is pass as-is. As for LaTeX equation is native, then it could be why it works in PDF and not in HTML were the equation syntax needs to be processed specifically.

Can you open an issue about that in bookdown to see if we can handle this specific case in our Lua filter ?