Dio Cassius (aka Cassius Dio), Roman History, Book 68, Chapter 32.

As published in Vol. VIII, p. 423 of the Loeb Classical Library edition, 1925:

 

Trajan therefore departed thence, and a little later began to fail in health.

Meanwhile the Jews in the region of Cyrene had put a certain Andreas at their head, and were destroying both the Romans and the Greeks. They would eat the flesh of their victims, make belts for themselves of their entrails, anoint themselves with their blood and wear their skins for clothing; many they sawed in two, from the head downwards; others they gave to wild beasts, and still others they forced to fight as gladiators. In all two hundred and twenty thousand persons perished. In Egypt, too, they perpetrated many similar outrages, and in Cyprus, under the leadership of a certain Artemion. There, also, two hundred and forty thousand perished, and for this reason no Jew may set foot on that island, but even if one of them is driven upon its shores by a storm he is put to death. Among others who subdued the Jews was Lusius, who was sent by Trajan.

 

Source:  http://penelope.uchicago.edu/Thayer/E/Roman/Texts/Cassius_Dio/68*.html#refA