Let's base my question on an example.
Let's say we toss a weighted coin with probability of tails = 0,05. We do it 100 times and we observed exactly 0 tails. What I am trying to estimate is the smallest probability, that on certain confidence level the amount of tails will be greater than currently observed tails (in this case 0, but in general I want all the possibilities.)
I can count the probability of having all not tails as (0,95)^100 ~ 0,006=0,6%.
What I want to count is p, such that P(X>=1) is more likely than P(X=0) (X- number of tails) on a confidence level alfa.
How do I approach this? Thanks in advance.
