 Solution

For an interior true parameter and large $n$, standard asymptotic normality of a maximum likelihood estimator givesEstimate its standard error by $s_e=\hat{p}\sqrt{(1-\hat{p})/(nr)}$. A two-sided approximate Wald confidence interval is $(L,U)=(\hat{p}-z_{1-\alpha /2}{s}_e,\hat{p}+z_{1-\alpha /2}{s}_e)$, intersected with the parameter range $(0,1)$. The normal quantile is chosen so a standard normal lies between its positive and negative values with probability $1-\alpha$.