Past exam of the mathematics course of the University of Cambridge / 2005 / ii / Paper 3 / 2F / iii

Put $P(t)={\prod }_i(t-x_i)$. For every polynomial $q$ of degree at most $n-1$, $Pq$ has degree at most $2n-1$ and vanishes at all nodes; thus ${\int }_{-1}^{1}Pq=0$. The monic degree-$n$ orthogonal polynomial for this integral is unique: the difference of two such monic polynomials has degree below $n$ and is orthogonal to itself, hence is zero. Consequently $P$ is the monic normalization of the degree-$n$ Legendre polynomial, proving the given nodes are exactly its roots. Together the three results characterize this Gaussian quadrature rule.