 Solution

Use the standard regular Sturm-Liouville problem hypotheses: positive weight $w$, real coefficients, and real self-adjoint boundary conditions. The positive weight and boundary-domain assumptions are implicit in the requested real orthonormal basis; real differential coefficients alone would not guarantee them for arbitrary complex boundary conditions.

Multiply the eigenfunction equation by $\overline{y_n}$ and integrate. By self-adjointness, the number ${\int }_a^b\overline{y_n}\mathcal{L}{y}_{n}dx$ is real, whereasThe second integral is strictly positive, so $\boxed{{\lambda }_n\in \mathbb{R}}$. Because the coefficients and boundary conditions are real, the real and imaginary parts of any complex eigenfunction separately obey the same equation and conditions. At least one is nonzero, so a real eigenfunction can be chosen. More generally, each eigenspace has a real basis, which can be orthonormalized using the weighted inner product.

The orthogonality of Sturm-Liouville eigenfunctions, with normalization chosen to one, isFor the real choice, omit the complex conjugate.