Scholion to Sophocles Electra 62.2
“Pythagoras shut himself in a hole in the ground and told his mother to tell people that he was dead. After that, once he reappeared again later, he was telling fantastic tales of reincarnation and the people of Hades, explaining to the living about the matters of the dead. From these stories, he created that kind of repute for himself that, before the Trojan War, he was Aithalidês the son of Hermes and then Euphorbos, and then Hermotimos of Samos, then Delian Pythios and after all of them, Pythagoras.”
…Πυθαγόρας καθείρξας ἑαυτὸν ἐν ὑπογείῳ λογοποιεῖν ἐκέλευσε τὴν μητέρα, ὡς ἄρα τεθνηκὼς εἴη. καὶ μετὰ ταῦτα ἐπιφανεὶς περὶ παλιγγενεσίας καὶ τῶν καθ’ ᾅδου τινὰ ἐτερατεύετο, διηγούμενος πρὸς τοὺς ζῶντας περὶ τῶν οἰκείων, οἷς ἐν ᾅδου συντετυχηκέναι ἔλεγεν. ἐξ ὧν τοιαύτην ἑαυτῷ δόξαν περιέθηκεν, ὡς πρὸ μὲν τῶν Τρωϊκῶν Αἰθαλίδης ὢν ὁ Ἑρμοῦ, εἶτα Εὔφορβος, εἶτα Ἑρμότιμος Σάμιος, εἶτα Πύθιος Δήλιος, εἶτα ἐπὶ πᾶσι Πυθαγόρας.