A martyr is somebody who suffers persecution and/or death for advocating renouncing, refusing to renounce, and/or refusing to advocate a belief or cause as demanded by an external party. The process of bearing witness was not intended to lead to the death of the witness, although it is known from ancient writers (e.g. Josephus) and from the New Testament that witnesses often died for their testimonies.
  I know I copied it from net but only to help you.
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Because they were the people who gave us freedom.They died for our welfare thats why they are called Martyrs!