Theory

The names of countries are used to form nationality adjectives, and certain rules apply.
If a country name ends in IA, the nationality ends in IAN.
For example:
INDIA - INDIAN
BOLIVIA - BOLIVIAN

Many nationalities are formed by adding ESE.
For example:
CHINA - CHINESE
JAPAN - JAPANESE

Another group of countries, whase names end in LAND, have nationalities that end in LISH.
For example:
ENGLAND - ENGLISH
FINLAND - FINNISH

There are also some countries whose nationalities do not follow any rules.
For example:
FRANCE - FRENCH
GERMANY - GERMAN

The rules are so mixed that the nationalitiy for each country should be learnt individually.