I've heard that is true. I have a cousin by marriage who had breast cancer, and went through chemo, lost her hair, and it grew back even thicker than it was before. She's a cancer survivor as her surgery and treatment was more than 15 years ago. My poor sister had chemo and radiation for lung cancer back in 2010. She had her hair all shaved off before she started the treatments. When her hair finally started growing back in, they sent her for 10 radiation treatments on her brain to prevent the cancer from going there, and she lost it all again. Of course she didn't make it, went to hospice care, and passed away on her birthday in September 2011.
I have a Korean friend who had extremely thin hair as a child. Her father shaved her head, and then the hair grew in amazingly thick - she’s about 70 now, and it’s STILL thick. I think it’s the shaving and then growing back that does it.