# p-value of specific test

I am trying to solve the following exercise:

A control authority needs to test that the probability of getting $$0$$ at roulette is $$1/37$$ and bigger.

After 1000 trials, they get the number $$0$$ $$40$$ times.

I need to write a formula for the specific number of the p-value of this test and for a good approximation of it.

Now, I know that:

$$\text{p-value} = sup_{\theta \in \theta_0} \mathbb{P}(W(X) > W_{observed} )$$

Where W(X) is the statistics $$W_{observed}$$ is the value of the observed statistics.

In this case my test is : I refuse $$H_0$$ if the W(X) > $$\frac{1}{37}$$

However here I am stuck. I must say I am quite confused by this topic so please forgive me for any misunderstanding in the question.