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Fix a continuous function $f$ and $\epsilon >0$. By the Weierstrass approximation theorem, choose a polynomial $p\in {\mathcal{P}}_m$ such thatFor every $n\ge m$, exactness gives $I_n(p)=I(p)$. Positivity of the quadrature weights and exactness on the constant polynomial giveConsequentlySince $\epsilon$ is arbitrary, $I_n(f)\to I(f)$. This is the convergence of positive quadrature rules.