This paper is concerned with the problem of constructing A-optimal design for polynomial regression with analytic weight function on the interval [m-a,m+a]. It is shown that the structure of the optimal design depends on a and weight function only, as a close to 0. Moreover, if the weight function is an analytic function a, then a scaled version of optimal support points and weights is analytic functions of a at $a=0$. We make use of a Taylor expansion which coefficients can be determined recursively, for calculating the A-optimal designs.