Trapezoidal and Simpson’s methods with a random design.

The aim of the present paper is first to propose a state-of-art of this domain. Second, some convergence results are established in the case of the Dirichlet distribution. This distribution has the advantage to include both the uniform case and the deterministic one. In a first part, the Dirichlet distribution is defined and some properties are supplied. In a second part, new results are established in connexion with former theorems. [ABSTRACT FROM AUTHOR]