Suppose $n$ is a positive integer. Prove that
$$\left(\frac{1}{\sqrt{2 \pi}}, \frac{\sin x}{\sqrt{\pi}}, \frac{\sin 2 x}{\sqrt{\pi}}, \ldots, \frac{\sin n x}{\sqrt{\pi}}, \frac{\cos x}{\sqrt{\pi}}, \frac{\cos 2 x}{\sqrt{\pi}}, \ldots, \frac{\cos n x}{\sqrt{\pi}}\right)$$
is an orthonormal list of vectors in $C[-\pi, \pi]$, the vector space of continuous real-valued functions on $[-\pi, \pi]$ with inner product
$$(f, g)=\int_{-\pi}^{\pi} f(x) g(x) d x$$