Statistics and economics have similar, but not identical, jargon, that overlap in various confusing ways (consider “OLS,” “endogeneity,” “ignorability,” etc., not to mention the implicit assumptions about the distributions of error terms in models).
To me, the most interesting bit of terminological confusion is that the word “marginal” has opposite meanings in statistics and economics. In statistics, the margin (as in “marginal distribution”) is the average or, in mathematical terms, the integral. In economics, the margin (as in “marginal cost”) is the change or, in mathematical terms, the derivative. Things get more muddled because statisticians talk about the marginal effect of a variable in a regression (using “margin” as a derivative, in the economics sense), and econometricians work with marginal distributions (in the statistical sense). I’ve never seen any confusion in any particular example, but it can’t be a good thing for one word to have two opposite meanings.
P.S. I assume that the derivation of “margin,” in both senses, is from the margin of a table, in which case either interpretation makes sense: you can compute sums or averages and place them on the margin, or you can imagine the margin to represent the value at the next value of x, in which case the change to get there is the “marginal effect.”