let be the indefinite integral
$$ F(x)= \int_{0}^{x} g(t)dt $$
the integral depends on the parameter 'x'
i can use a linear transformation to turn this integral into
$$ F(x)= \int_{-1}^{1}dtu(x,t) $$
so now the dependence on the parameter 'x' is inside the integral
so my question is could now apply a quadrature formula to evaluate the indefinite integral like this
$$ F(x) \approx \sum_{i} c_{i}w(x_{i}g(x,t_{i}) $$
so I approximate the function $ F(x) $ by a sum of functions which will themselves depend on the parameter 'x'
Where could I find more info about this iterated numerical integration in each variable ?