Clearly the set of continuous function \( C \left [ a, b \right ] \) is a vector space. Now, we have to prove that the function \( \left | \left | \cdot \right | \right | _{\infty} : C \left [ a, b \right ] \to \mathbb{R} \) such that \( \left | \left | f \right | \right | _{\infty} = \displaystyle \max_{a\leq x\leq b} \left| f(x) \right| \) for every function \( f \in C \left [ a, b \right ] \) is really a norm.