It was called Palestina by the Roman Legion that occupied the land. But the land of Palestina was not just Israel , Gaza, and the West Bank. It encompassed Jordon, Lebanon , and a portion of Syria as well. If you want to be PC ( politically correct ) then you can say there were Jewish Palestinians and Arab Palestinians but the far greater majority were Jewish Palestinians. All you need to do is look at the map of Roman Palestina and read the history of the Middle East.
Remand of Meir Ettinger, Israel's most wanted Jewish terror suspect, extended (Haaretz)