Origin and history of Persia

country name, from Persian Iran, from Middle Persian Ērān "(land) of the Iranians," genitive plural of ēr- "an Iranian," from Old Iranian *arya- (Old Persian ariya-, Avestan airya-) "Iranian", from Indo-Iranian *arya- or *ārya-, a self-designation, perhaps meaning "compatriot" (see Aryan).

In English it began to be used 1760s, by orientalists and linguists (Alexander Dow, William Jones), in historical contexts, and usually with a footnote identifying it with modern Persia; as recently as 1903 "Century Dictionary" defined it as "the ancient name of the region lying between Kurdistan and India." In 1935 the government of Reza Shah Pahlavi requested governments with which it had diplomatic relations to call his country Iran, after the indigenous name, rather than the Greek-derived Persia.

1520s, native or inhabitant of Parthia (ancient kingdom northeast of Persia in western Asia), from Old Persian Parthava- "Parthian," dialectal variant of the stem Parsa-, source of Persia. Partienes (plural) "Parthians" is attested from c. 1300.

As an adjective, "of or pertaining to the Parthians," by 1580s. The phrase Parthian shot is a figurative reference to their horsemen, who were expert at racing forward, turning, and shooting arrows backward at the moment of retreat. The exact phrase is attested by 1832; the image itself was in use long before (for example Parthian fight, 1630s).

Or, like the Parthian, I shall flying fight ["Cymbeline," Act I, Scene VII]