@MISC{Brass97onthe, author = {H. Brass}, title = {On the variance of the Gaussian quadrature rule}, year = {1997} }
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Abstract
Denote by P n =1 a f (x ) the Gaussian quadrature rule for the integral R 1 \Gamma1 f (x) dx. We give a simple explicit expression for the "variance" P n =1 a 2 . The method can be used to obtain similar results for the Lobatto rule.