 Solution

Use the real eigenfunctions, or insert a complex conjugate on the first factor for complex functions. Multiply $-(p{y}_n^{\prime }{)}^{\prime }=n^{2}w{y}_n$ by $y_m$, do the same with $m,n$ interchanged, and subtract. Integration by parts givesThe boundary term vanishes because both functions and derivatives are bounded while $p\to 0$. For distinct squared indices, orthogonality of Sturm-Liouville eigenfunctions therefore yieldsA second integration by parts, using the equation for $y_n$, givesThus derivative orthogonality when the Sturm-Liouville potential vanishes givesThe index qualification matters. The source initially allows integer indices, so $n\ne m$ alone does not imply distinct eigenvalues: $m=-n$ gives the same $n^2$. Taking the conventional nonnegative labels $n,m\ge 0$ makes the stated conclusion valid. For the polynomial solutions below, $y_{-n}=y_n$, so opposite indices are an explicit counterexample to an unqualified orthogonality claim.