A real inner product is a bilinear symmetric form satisfying for every nonzero , and . Its norm is . An orthogonal polynomial family has nonzero members of exact degrees , with for different indices. Exact degree is part of this definition; merely belonging to the indicated polynomial vector spaces would not suffice.
Distinct degrees make linearly independent. There are of them in the -dimensional space , so they form a basis. Any lower-degree polynomial is their linear combination, and bilinearity therefore gives for every .
Use the orthogonal-projection characterization: is the best approximation to in a finite-dimensional subspace exactly when is orthogonal to . Here is already orthogonal to , so its unique best approximation is zero. For , is nonzero and therefore cannot be that best approximation. Directly,For the specified weight, symmetry makes every odd moment vanish, whileChoose and . A monic quadratic orthogonal to has no linear term by symmetry, and orthogonality to 1 requires . Thus a valid answer isThe weight vanishes only at one point, so a nonzero polynomial has positive squared norm; the form is indeed positive definite on the polynomial vector space. Nonzero rescalings of individual family members give equally valid unnormalized answers.
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