Most of fractional differential equations are considered on a fixed interval. In this paper, we consider a typical fractional differential equation on a symmetric interval $[-\alpha,\alpha]$, where $\alpha$ is the order of fractional derivative. For a positive real number α we prove that the solutions are $T_{n,\alpha}(x)=(\alpha+x)^\frac{1}{2}Q_{n,\alpha}(x)$ where $Q_{n,\alpha}(x)$ produce a family of orthogonal polynomials with respect to the weight function$w_\alpha(x)=(\frac{\alpha+x}{\alpha-x})^{\frac{1}{2}}$ on $[-\alpha,\alpha]$. For integer case $\alpha = 1 $, we show that these polynomials coincide with classical Chebyshev polynomials of the third kind. Orthogonal properties of the solutions lead to practical results in determining solutions of some fractional differential equations.
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