Show that a language cannot be generated by linear grammar I have a language $ L= \{ w \in \{a,b\}^* ; |w|_b=2i, i \ge 0 \}$  that is a language with even number of b's. 

I found a grammar for it with these rules: 

$S \rightarrow aS \ | \ bL \ | \ \lambda  $

$L \rightarrow aL \ | \ bS \  $

How could I show that this language cannot be generated by linear grammar?

According to Wikipedia, a linear grammar is a context-free grammar that has at most one nonterminal in the right hand side of its productions.
Your grammar is right-regular and can thus be used to prove that $L \in \mathrm{REG}$. Since every regular grammar is linear, your claim is impossible to prove.