Numerical integration formulas of degree two

Numerical integration formulas in n-dimensional nonsymmetric Euclidean space of degree two, consisting of n + 1 equally weighted points, are discussed, for a class of integrals often encountered in statistics. This is an extension of Stroud's theory [A.H. Stroud, Remarks on the disposition of points in numerical integration formulas, Math. Comput. 11 (60) (1957) 257-261; A.H. Stroud. Numerical integration formulas of degree two, Math. Comput. 14 (69) (1960) 21-26]. Explicit formulas are given for integrals with nonsymmetric weights. These appear to be new results and include the Stroud's degree two formula as a special case. (C) 2007 IMACS. Published by Elsevier B.V. All rights reserved.