Numerical integration formulas of degree two |
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Authors: | Dongbin Xiu |
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Institution: | aDepartment of Mathematics, Purdue University, West Lafayette, IN 47907, USA |
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Abstract: | Numerical integration formulas in n-dimensional nonsymmetric Euclidean space of degree two, consisting of n+1 equally weighted points, are discussed, for a class of integrals often encountered in statistics. This is an extension of Stroud's theory A.H. Stroud, Remarks on the disposition of points in numerical integration formulas, Math. Comput. 11 (60) (1957) 257–261; A.H. Stroud, Numerical integration formulas of degree two, Math. Comput. 14 (69) (1960) 21–26]. Explicit formulas are given for integrals with nonsymmetric weights. These appear to be new results and include the Stroud's degree two formula as a special case. |
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Keywords: | Numerical integration Cubature formulas |
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