Srimad-Bhagavatam: Canto 3 - Chapter 1 - Verse 10
Sanskrit:
यदरोदी: सुरश्रेष्ठ सोद्वेग इव बालक: ।ततस्त्वामभिधास्यन्ति नाम्ना रुद्र इति प्रजा: ॥ १० ॥
ITRANS:
yad arodīḥ sura-śreṣṭhasodvega iva bālakaḥtatas tvām abhidhāsyantināmnā rudra iti prajāḥ
Translation:
Thereafter Brahmā said: O chief of the demigods, you shall be called by the name Rudra by all people because you have so anxiously cried.