Solution

ID: past-exam-of-the-approximation-theory-and-finite-element-methods-course-of-the-university-of-oxford/2007/a/3/b/solution

For the weighted inner product, . Start Gram-Schmidt process with the monomials and choose monic normalization:
Its squared norm is . Next and
Therefore
Subtracting these orthogonal projections gives orthogonality by construction; independent nonzero rescalings would give equivalent unnormalized orthogonal polynomials.

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