Liu, Qing; Pierce, Donald A. A note on Gauss-Hermite quadrature. (English) Zbl 0813.65053 Biometrika 81, No. 3, 624-629 (1994). The Gauss-Hermite formula \(\int^ \infty_{-\infty} f(x) \exp (-x^ 2) dx \approx \sum^ m_{i=1} w_ i f(x_ i)\) will provide only good results, if the integrand is sampled in a reasonable range. To this end some transformations are often necessary. This fact is discussed in this note. Reviewer: D.Braess (Bochum) Cited in 1 ReviewCited in 66 Documents MSC: 65D32 Numerical quadrature and cubature formulas 41A55 Approximate quadratures Keywords:Gauss-Hermite quadrature; Gauss-Hermite formula PDF BibTeX XML Cite \textit{Q. Liu} and \textit{D. A. Pierce}, Biometrika 81, No. 3, 624--629 (1994; Zbl 0813.65053) OpenURL