For any in the polynomial trial space, and is in that same space. The assumed orthogonality therefore gives the Pythagorean identityThus is the best approximation; equality is possible only when because the inner product is positive-definite.
Write the linear polynomial as . Orthogonality of to and in the weighted inner product givesSolving yieldsThe weighted squared error is , providing an additional exact check. The weight's zero value at one endpoint does not destroy positive definiteness on continuous functions: a nonzero continuous function is nonzero on an interval of positive weight.
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