Quadrature weight
= Quadrature weight
{title2=$w_i$}
A <quadrature weight> multiplies a sampled <integrand> value in a <quadrature rule>. For ordinary <numerical integration>, its units match those of the integration variable. Positive <quadrature weights> that sum to $b-a$ make $Q(f)/(b-a)$ a weighted average of the samples; signed <quadrature weights> can magnify sample perturbations, as quantified by <noise sensitivity of a quadrature rule>.