Abstract
Integration with weight functions is used in countless mathematical problems such as: approximation theory and spectral analysis, statistical analysis and the theory of distributions. The aim of this paper is to establish a new inequality using weight function which generalizes the inequalities of Barnett et al. in 2001 and Rafiq et al. in 2006. We also discuss some other interesting inequalities in special cases. Perturbed midpoint and trapezoid inequalities are also obtained. Some applications in numerical integration are also given.