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Oct 27, 2013 at 21:44 comment added Alecos Papadopoulos Michael, that's another question. You have the functional form of $\hat p$. Look up how we derive the distribution of a function of a discrete random variable. And if you cannot solve this, post the question.
Oct 27, 2013 at 16:46 comment added Michael Thanks Alecos! In the meantime I got this as well and it's nice that you confirm my results! :-) But there is something else I want to know: This is the approximation. What is the exact distribution of the estimated p?
Oct 27, 2013 at 16:35 vote accept Michael
Oct 27, 2013 at 14:34 history answered Alecos Papadopoulos CC BY-SA 3.0