In this PSE question If a basis set is complete, are the elements in it mutually orthonormal? it was argued that if a basis set is complete, then the elements need not be mutually orthogonal (or even orthonormal). What happens if we know that a set of vectors are mutually orthonormal? Is there a way of knowing whether or not this set is complete?
Can someone also give a physical example of orthonormal sets of vectors that are not complete? For instance, I am reading that an ensemble average of an operator is defined by $$\langle O\rangle=\sum_iw_i\langle\alpha_i|O|\alpha_i\rangle$$ where the number $w_i$ is the statistical weight, satisfying $\sum_iw_i=1$ and $w_i\ge0$, and the states $\{|\alpha_i\rangle\}$ need not be complete, but they are normalized. Does this mean that they need not be orthogonal as well?
Any help will be appreciated.