Abstract
The concept of weighted discrepancy of sequences was introduced by Sloan and Wozniakowski when they proved a general form of a Koksma-Hlawka inequality for the numerical integration of functions. This version takes imbalances in the "importance" of the projections of the integrand into account. In this paper we give estimates for the weighted discrepancy of several important point sets. Further we carry out various (high-dimensional) numerical integration ex- periments and we compare the results with the error bounds provided by the generalized Koksma-Hlawka inequality and by the estimates forthe weighted discr epancy. Finally we discuss various consequences.
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