Consider a random sample $X_1,...,X_n$ from a Bernoulli distribution with unknown parameter $p$ that describes the probability that $X_i$ is equal to $1$. The maximum likelihood ($ML$) estimator for $p$ is given by $\Omega = sample \ mean$. It holds that $n\Omega∼BIN(n,p)$.
Suppose α is given and consider a random sample $X_1,....,X_n$ . Give the conservative $100(1−\alpha)\%$ two-sided equal-tailed confidence interval for $p$ based on $\Omega$.
I've struggled a lot with the confidence interval because I really don't know where to begin. If someone would help me out my giving the confidence interval, I will appreciate it a lot!