My task was to flip my penny $11$ times and record the number of successes (heads) and then determine with $99\%$ confidence whether the coin is fair or foul.
my $\hat{p}$ is $0.45$, thus $\hat{q}$ is $0.55$.
What I calculated: $99\%$ confidence gave me a $Z_{\alpha/2}$ of $2.58$.
The margin of Error $E = 2.58 \times \sqrt{\hat{p}\hat{q}/11} = 38.73\%$ [seems huge]
Then I construct the Confidence interval as
$\hat{p}-E < p < \hat{p} + E$
$.4545-.3873 < p < .4545 + .3873$
$.0672 < p < .8418$
I get stuck here because this seems too large to be even reasonable.
What am I doing wrong here?