The errors can cause the serious loss of the performance of a precision machine system. In this paper, we proposed the method of allocating the alignment tolerances of the parts and applied this method to get the optimal tolerances of a Confocal Scanning Microscope. In general, tight tolerances are required to maintain the performance of a system, but a high cost of manufacturing and assembling is required to preserve the tight tolerances. The purpose of allocating the optimal tolerances is minimizing the cost while keeping the high performance of the system. In the optimal problem, we maximized the tolerances while maintaining the performance requirements. The Monte Carlo Method, a statistical simulation method, is used in tolerance analysis. Alignment tolerances of optical components of the confocal scanning microscope are optimized to minimize the cost and to maintain the observation performance of the microscope. We can also apply this method to the other precision machine system.