A New Quadrature Rule Derived from Spline Interpolation with Error Analysis

We present a new quadrature rule based on the spline interpolation along with the error analysis. Moreover, some error estimates for the reminder when the integrand is either a Lipschitzian function, a function of bounded variation or a function whose derivative belongs to Lp are given. We also give some examples to show that, practically, the spline rule is better than the trapezoidal rule.