I want to delete all Muslim holidays from my iphone

Open the Calendar app. Click "Calendars" on the bottom in the center. Uncheck "US Holidays" wherever it is checked. That will end your subscription to the "US Holidays" calendar. Add any missing holidays you wish to see to your own personal calendar.

You can also subscribe to other holiday calendars that better meet your needs. Here is one source:

http://icalshare.com/