Estimate (pink) closing on Ļ (gold). Notice how it improves like 1/√n — a hundred times more needles buys only ten times more accuracy. This is the tax every Monte Carlo method pays.
A floor is ruled with parallel lines a distance d apart. You drop a needle of length ā at random. What is the probability it lands touching a line?
Turn that around and you have a way to measure Ļ by throwing things on the floor:
This is the first Monte Carlo method ever invented, roughly 170 years before the name existed. No circle is drawn, measured or mentioned. Ļ appears purely because the needle's angle is uniformly random over a half-turn — and once you integrate over all angles, you have integrated around a circle whether you meant to or not.
A needle at angle Īø covers a horizontal span of āĀ·|sin Īø|. Averaged over every angle from 0 to Ļ, the mean span is 2ā/Ļ — and that average is exactly the probability of straddling a line spaced d apart. The Ļ is smuggled in by the average of a sine, which is where circles hide.
In 1901 an Italian mathematician, Mario Lazzarini, claimed 3,408 tosses gave Ļ = 3.1415929 — accurate to seven digits. Statisticians have been politely skeptical ever since; 355/113 is suspiciously exactly the answer he got.