Etymology
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shah (n.)

title of the king of Persia, 1560s, shaw, from Persian shah "a king, the ruler of a land," shortened from Old Persian xšayathiya "king," from Indo-Iranian *ksayati "he has power over, rules" from PIE *tke- "to gain control of, gain power over" (source also of Sanskrit ksatram "dominion;" Greek krasthai "to acquire, get," kektesthai "to possess"). His wife is a shahbanu (from banu "lady"); his son is a shahzadah (from zadah "son").

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Iran 

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.

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chador (n.)

"cloth worn as a shawl by women in Iran," 1884, from Persian chadar "tent, mantle, scarf, veil, sheet, table-cloth."

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Iranian (adj.)

1788, "of or pertaining to (ancient) Persia," from Iran + -ian. From 1839 in reference to the language. As a noun, "an inhabitant of Persia" (1792), later "the language of Persia" (1850). Iranic (adj.) is from 1847.

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Sikh (n.)

1781, member of a politico-religious community established c. 1500 in Punjab by Nanak Shah, from Hindi sikh "disciple," from Sanskrit siksati "studies, learns," which is related to saknoti "he is able, he is strong" (see Shakti).

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Middle East (n.)

1899; never defined in a generally accepted way. Early use with reference to British India; later often of everything between Egypt and Iran. Hence Middle-Eastern (1903).

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checkmate (n.)

mid-14c., in chess, said of a king when it is in check and cannot escape it, from Old French eschec mat (Modern French échec et mat), which (with Spanish jaque y mate, Italian scacco-matto) is from Arabic shah mat "the king died" (see check (n.1)), which according to Barnhart is a misinterpretation of Persian mat "be astonished" as mata "to die," mat "he is dead." Hence Persian shah mat, if it is the ultimate source of the word, would be literally "the king is left helpless, the king is stumped."

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Xerxes 

king of Persia who reigned 486-465 B.C.E., Greek Xerxes, from Old Persian Xšayaršan, literally "male (i.e. 'hero') among kings," from Xšaya- "to rule over" (see shah) + aršan "male, man, hero." The Hebrew rendition was Ahashwerosh, Ahashresh.

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fatwa (n.)

1620s, from Arabic fetwa "a decision given by a mufti," related to fata "to instruct by a legal decision." Popularized in English 1989 when Ayatollah Khomeini of Iran issued a ruling sentencing author Salman Rushdie to death for publishing "The Satanic Verses" (1988). This was lifted 1998.

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Farsi (n.)

"the modern Persian language," 1878, from the usual Iranian word for it, from Fars, the Arabic form of Pars (no "p" in Arabic), the name of a region in southwestern Iran, where the modern language evolved from Persian (an Indo-European language), to which many Arabic (Semitic) elements have been added.

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