For any , take , the Chebyshev polynomial of degree . It has alternating extrema of magnitude one on . The Chebyshev alternation theorem shows that the zero polynomial is best from , with error one. Since it also lies in when ,
Now suppose throughout and, contrary to the claim, . A best would then also be best in . Its error would have alternating extrema by the alternation theorem, hence at least distinct zeros. Applying the Rolle theorem times gives a zero of
contradicting positivity. Therefore

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