For coefficients supported on an interval of length , write and . The variance form of the large sieve states
The constant is absolute. One may take the explicit right side , by orthogonality of roots of unity and the exponential-sum large sieve proved in Question 2.
Take , , and the indicator function of the -smooth numbers up to . Applying the given smooth-number density with parameter gives
with a harmless adjustment of the constant for integer endpoints. If an odd prime has least quadratic nonresidue , then : a quadratic nonresidue always occurs among . Every prime factor of every selected smooth number is thus a nonzero quadratic residue modulo . By the multiplicativity of the Legendre symbol, every selected number is a nonzero quadratic residue modulo .
There are nonzero quadratic nonresidue classes, and on all of them. Their contribution to the variance is at least
If denotes the number of exceptional primes, the variance form of the large sieve, with , yields . Consequently
This is the bounded exceptional primes for least quadratic nonresidues argument. Using an interval of length is what matches the term; an interval of length would not give a bounded exceptional set.

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