What does Boxing Day have to do with boxing?
1800, pai jamahs "loose trousers tied at the waist," worn by Muslims in India and adopted by Europeans there, especially for nightwear, from Hindi pajama, probably from Persian paejamah, literally "leg clothing," from pae "leg" (from PIE *ped- "foot," see foot (n.)) + jamah "clothing." Modern spelling (U.S.) is from 1845. British spelling tends toward pyjamas.
loose, lightweight trousers worn in the East, or a loose two-piece suit of silk, cotton, or synthetic material worn for sleeping or lounging.