Originally Posted by

**kiranpvsr** hello,

can anyone please let me know which is the best numerical approximation for integration ?? I'm thinking of using Simpson's rule but not very sure about how accurate it is ??

Basically, I have a very large dataset( several inputs and outputs the bounds of the integral) which I need to use to integrate the univariate function.

If I use the Simpson's rule or for that matter the other numerical approximations as well, except the minimum and maximum values of inputs which form the bounded limits for the integral I dont have to use the other values at all. So, I just dont know if it is a good idea to use the Simpson's rule.