Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2019/ib/paper-3/19c/d/solution

Let be the distinct real roots of . The Gauss-Hermite quadrature rule is
where is the weighted integral of the th Lagrange interpolation polynomial. Equivalently,
The orthogonality of makes the rule exact for every polynomial of degree at most

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