Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2015/ii/paper-2/2i/solution

To prove convergence of positive quadrature on continuous functions, for a continuous , the Weierstrass approximation theorem supplies a polynomial with . For every sufficiently large , the Gaussian quadrature rule is exact for this fixed polynomial. Positivity of its weights and their sum then give
Since is arbitrary, . Notice that no differentiability of is needed; uniform polynomial approximation and positivity provide the whole argument.

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