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", published by Sage, which is available to order on Amazon here: https://www.amazon.co.uk/Students-Gui... For more information on all things Bayesian, have a look at: https://ben-lambert.com/bayesian/. The playlist for the lecture course is here:    • A Student's Guide to Bayesian Statistics