What size was it when you purchased it ? If it was a recent purchase, then while I fault whoever sold it as a male, I would also use this as an example of a buyer needing to know more prior to making a purchase.
However, if bought small, for instance at under 3" total length, if not closer to 2" hatchling length, then folks need to recognize the high error rate with sexing panthers, and most other species, when that small. Even with someone loaded with experience, I would put the accuracy rate at only about 80%. Being wrong 20% of the time is pretty shabby for anyone to then risk money on.
As Lance noted, contact the seller. While a flat-out replacement is highly uncommon, perhaps a future discount may be offered. However, I would recommend you purchase one that is clearly showing its sex.