LONDON (AP) _ An anonymous telephone caller claimed today that a group linked to West German left-wing terrorists killed Swedish Prime Minister Olof Palme.

The caller told an international news agency in London that a group called the Holger Meins Commando, which has links with the West German Baader-Meinhof and Red Army urban guerrilla organization, gunned Palme down on a Stockholm street Friday night.

The caller, speaking English with a northern European accent, refused to give any reason for the attack.

''You can check the history books for why this was carried out. I am not prepared to tell you over the phone,'' the man said before cutting short the call.

Holger Meins was one of the original members of the Baader-Meinhof gang, the leftist terrorist group that later became known as the Red Army Faction.

He was arrested June 1, 1972, in Frankfurt along with Andreas Baader, one of the co-founders of the Baader-Meinhof gang, and Jan Carl Raspe, another original member of the group.

Meins was charged with membership in a criminal organization and attempted murder. He died in a West German prison at Wittlich on Nov. 9, 1974, after a hunger strike lasting nearly two months.

Six members of the Holger Meins Commando seized the West German Embassy in Stockholm, Sweden, on April 24, 1975, taking 12 hostages. The terrorists demanded the release of 26 members of the Baader-Meinhof gang imprisoned in West Germany.

The terrorists shot to death West German military attache Lt. Col. Andreas von Mirbach and dynamited part of the embassy, apparently to conceal an escape attempt. Five terrorists surrendered to police without struggle, and the sixth was found dead, apparently of self-inflicted gunshot wounds.

The body of West German economics attache Heinz Hillegaart was found in the rubble of the embassy, and several other hostages suffered slight injuries.

The five surviving terrorists were deported to West Germany.

West German Interior Ministry spokesman Hans-Guenter Kowalski told The Associated Press that the five still were in jail. Kowalksi, speaking by telephone from his home, said the Holger Meins Commando group had not been heard from in West Germany since the embassy attack.

''I cannot evaluate this,'' he said of the claim of responsibility. ''Anyone can use a name.''