Numerical integration formulas of degree two Original Research Article

Numerical integration formulas in n-dimensional nonsymmetric Euclidean space of degree two, consisting of n+1n+1 equally weighted points, are discussed, for a class of integrals often encountered in statistics. This is an extension of Stroudʹs 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 Stroudʹs degree two formula as a special case.