Passage 9.29.3
χρόνῳ δὲ ὕστερόν φασι Πίερον Μακεδόνα, ἀφʼ οὗ καὶ Μακεδόσιν ὠνόμασται τὸ ὄρος, τοῦτον ἐλθόντα ἐς Θεσπιὰς ἐννέα τε Μούσας καταστήσασθαι καὶ τὰ ὀνόματα τὰ νῦν μεταθέσθαι σφίσι. ταῦτα δὲ ἐνόμιζεν οὕτως ὁ Πίερος ἢ σοφώτερά οἱ εἶναι φανέντα ἢ κατά τι μάντευμα ἢ παρά του διδαχθεὶς τῶν Θρᾳκῶν· δεξιώτερον γὰρ τά τε ἄλλα ἐδόκει τοῦ Μακεδονικοῦ τὸ ἔθνος εἶναι πάλαι τὸ Θρᾴκιον καὶ οὐχ ὁμοίως ἐς τὰ θεῖα ὀλίγωρον.
Later, they say, Pierus the Macedonian—from whom the mountain was also named among the Macedonians—came to Thespiae and established there nine Muses, changing their names to the ones still used today. Pierus believed this either because it seemed wiser to him, or due to some oracle, or because he had been taught by one of the Thracians; for in ancient times the Thracians were regarded as generally more skilled than the Macedonians, and were not equally indifferent toward divine matters.