You example is perfect for explaining the strengths of Monte Carlo.
And I think your analysis is wrong. A Monte Carlo program will choose
the group that maximizes it win expectancies. If it see's all groups
as 85% then it would clearly go for the biggest group since that has a
bearing on the
Here's a more likely scenario: Approaching endgame, there
are 10 "resolved" fights that remain to be played out. The
program estimates is won 5 of them and lost 5 of them,
each with 85% confidence. The sizes of the groups is
such that any single switch from won to lost will swing
the game. The