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more questions about NIntegrate


I need to use NIntegrate to obtain highly accurate values
of some integral. The relative error should be 1.E-16 or smaller.
Is this possible? I am not sure how to proceed. NIntegrate has
a number of confusing options: AccuracyGoal, PrecisionGoal and
WorkingPrecision. I am playing with these, trying to set them
to various values, but whatever I do I obtain results which do not
seem to have an error smaller than 1.E-7 or so.
I would appreciate an advice.


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