  We revisit the problem of extending quadrature formulas for general weight
functions, and provide a generalization of Patterson's method for the constant
weight function. The method can be used to compute a nested sequence of
quadrature formulas for integration with respect to any continuous probability
measure on the real line with finite moments. The advantages of the method
include that it works directly with the moments of the underlying distribution,
and that for distributions with rational moments the existence of the formulas
can be verified by exact rational arithmetic.
