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Degree of Precision and Error Term of a Quadrature Rule via Taylor Expansion

A quadrature rule ∫abf≈Q\int_a^b f \approx Q has degree of precision dd if it is exact for every polynomial of degree ≤d\le d but not for degree d+1d+1. Taylor-expanding both sides about a point and matching terms reveals dd and the leading error: the first mismatched power gives an error ∝hd+2f(d+1)(ξ)\propto h^{d+2} f^{(d+1)}(\xi).

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