An introduction to numerical integration through Gaussian quadrature
26:04
YouTubeBen Lambert
An introduction to numerical integration through Gaussian quadrature
This video explains how the mechanism behind Gaussian quadrature works, and how Legendre polynomials can be used to find the weights and x coordinates in the quadrature formula. This video is part of a lecture course which closely follows the material covered in the book, "A Student's Guide to Bayesian Statistics
92.7K viewsMay 15, 2018
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The Gaussian Integral aka Euler–Poisson Integral Abraham de Moivre originally discovered this type of integral in 1733, while Gauss published the precise integral in 1809. The integral has a wide range of applications. For example, with a slight change of variables it is used to compute the normalizing constant of the normal distribution. The same integral with finite limits is closely related to both the error function and the cumulative distribution function of the normal distribution. In phys
The Gaussian Integral aka Euler–Poisson Integral Abraham de Moivre originally discovered this type of integral in 1733, while Gauss published the precise integral in 1809. The integral has a wide range of applications. For example, with a slight change of variables it is used to compute the normalizing constant of the normal distribution. The same integral with finite limits is closely related to both the error function and the cumulative distribution function of the normal distribution. In phys
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