Past exam of the mathematics course of the University of Cambridge / 2005 / ib / Paper 2 / 18F / a / Solution

Take $Q_j$ nonzero of exact degree $j$, so $Q_0,\dots ,Q_n$ are an orthogonal basis of the polynomials of degree at most $n$. Their orthogonal projection isIndeed its residual is orthogonal to every such polynomial. For another polynomial $q=p_n+r$ of degree at most $n$, the squared error issince the cross term vanishes. It is uniquely minimized at $r=0$. The approximation need not have exact degree $n$ when the highest coefficient happens to vanish.