Recently, Monte-Carlo Tree Search (MCTS) has become a Popular approach for intelligent play in games. Amongst others, it is successfully used in most state-of-the-art Go programs. To improve the playing strength of these Go programs any further, many parameters dealing with MCTS Should be fine-tuned.In this paper, we propose to apply the Cross-Entropy Method (CEM) for this task. The method is comparable to Estimation-of-Distribution Algorithms (EDAs), a new area of evolutionary computation. We tested CEM by tuning various types of parameters in our Go program MANGO. The experiments were performed in matches against the open-source program GNU Go. They revealed that a program with the CEM tuned parameters played better than without. Moreover, MANGO plus CEM outperformed the regular MANGO for various time settings and board sizes. From the results we may conclude that parameter tuning by CEM genuinely improved the playing strength of MANGO, for various time settings. This result may be generalized to other game engines using MCTS.