Past exam of the mathematics course of the University of Cambridge / 2007 / ii / Paper 2 / 12F / iii

Choose a polynomial $P$ with $\Vert f-P{\Vert }_{\infty }<ϵ$, using part (i). For all sufficiently large $n$, its degree is at most $2n-1$, so $I_n(P)={\int }_0^{1}P$. Positive weights summing to one give $|I_n(f-P)|\le ϵ$, and $|{\int }_0^1(f-P)|\le ϵ$. HenceSince $ϵ$ is arbitrary, the quadratures converge to the integral of every continuous $f$. The positivity established in part (ii), not just polynomial exactness on its own, controls the approximation error uniformly in $n$.