We computed zero mean Gaussian of average error bounds of Simpson's quadrature with covariances in [2]. In this paper, we compute zero mean Gaussian of average error bounds between Simpson's quadrature and composite Simpson's quadrature on four consec...
We computed zero mean Gaussian of average error bounds of Simpson's quadrature with covariances in [2]. In this paper, we compute zero mean Gaussian of average error bounds between Simpson's quadrature and composite Simpson's quadrature on four consecutive subintervals. The reason why we compute these on subintervals is because these results enable us to compute a posteriori error bounds on the whole interval in the later paper.