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26:04
YouTube
Ben 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
90.6K views
May 15, 2018
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