 Solution

For a fixed true parameter $0<p<1$, the usual asymptotic normality of maximum likelihood estimators givesEquivalently, for a large sample, $\hat{p}$ is approximately normally distributed with mean $p$ and variance $p^2(1-p)/(nr)$. Replacing the unknown variance by its consistent plug-in estimate gives the Wald confidence intervalHere $z_{1-\alpha /2}$ is a standard-normal quantile. Intersect with the physical parameter range $(0,1)$ if needed. This is an interior, large-sample approximation; the degenerate estimate $\hat{p}=1$ from $S=0$ does not justify a zero-width finite-sample interval.