Let , and assume a function is defined at points for , ..., . Then
See also Bode's Rule, Newton-Cotes Formulas, Simpson's 3/8 Rule, Trapezoidal Rule
References
Abramowitz, M. and Stegun, C. A. (Eds.).
Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 9th printing.
New York: Dover, p. 886, 1972.