Editing Monte Carlo method (section)

=== An example ===
Suppose we want to know how many times we should expect to throw three eight-sided dice for the total of the dice throws to be at least <math>T</math>. We know the expected value exists. The dice throws are randomly distributed and independent of each other. So simple Monte Carlo is applicable:

 <small>''s'' = 0; 
 '''for''' ''i'' = 1 to ''n'' '''do'''
    throw the three dice until ''T'' is met or first exceeded</small>; <small>''r<sub>i</sub>'' = the number of throws</small>;
    <small>''s'' = ''s'' + ''r<sub>i</sub>'';</small>
 <small>'''repeat'''
 ''m'' = ''s'' / ''n'';</small>

If <math>n</math> is large enough, <math>m</math> will be within <math>\epsilon</math> of <math>\mu</math> for any <math>\epsilon > 0</math>.