Past exam of the options I course of the University of Oxford / 2013 / P / 1 / c / Solution

Integrate the Lagrange interpolation polynomial and exchange the integral with the finite sum:Therefore the interpolatory quadrature weights areThe resulting quadrature rule is exact for every polynomial of degree at most $n$, since its interpolant is itself. For a general continuous $f$, replacing $f$ by its interpolant supplies the approximation.