Let \(f\) be a density with at least two continuous and bounded derivatives and let \(g_{i}

\[\int_{g_{i}}^{g_{i+1}} f^{\prime}(x)(t-x) d t=O\left(h^{2}ight)\]

as \(n ightarrow \infty\), where

\[\lim _{n ightarrow \infty} h=0\]