This is a pretty basic question, I think, but I'm finding it difficult to locate an answer or decent treatment of it on the web.
For a binary dataset (binomial) with some unknown parameter p (probability of "heads" or success or something observed), how does the accuracy of the estimated p depend on the number of trials?
I've read a number of ways to calculate confidence intervals around the estimated p, but these seem to all depend on assuming a large number of trials and a normal distribution. I'm interested in particular here with small numbers of trials.
Thanks for any solutions or pointers.