The method of approximation by means of radical functions of odd index approximates an arbitrary function from the knowledge of its values, or of its approximate values, in a set of points. The main objective of this book is to show the scientific community how radical functions of odd index can be used to approximate continuous functions, Riemann-integrable, Lebesgue-integrable, and measurable functions. This book will also show how these radical functions can be used for the approximation of integrals of the mentioned functions. The interpolation problem is also studied. The calculations used are not impressive because of their difficulty but because of the importance they can have in applications that require approximations to a function or its integral in an interval [a,b].