It is useful to have methods for computing error estimates for
integration rules that are used in practical computations. One traditional
method for error estimation relies on the use of differences between
successive values in the sequence
.
This method could be used with the family of rules described in the
previous section, but it is sometimes unreliable, and sometimes infeasible for
large values of
and
. A second class of methods for error estimation
uses randomization. There are two common methods for randomization of
integration rules. The first method uses random copies of the complete rule,
and the second method uses comparisons between the integrand at random
points from the integration region and the polynomial model for the rule.
The use of these two error estimation methods for the
rules
is discussed in the following subsections.