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Suppose I have time series data that is accurately modeled as gaussian white noise with mean and variance $\mu, \sigma^2$. I would like to write down a probability density characterizing the probability of observing a periodic signal in the gaussian noise. The 6th slide here: https://astrostatistics.psu.edu/su12/lectures/TSA_EDF_SumSch.pdf

provides a density, but I'm struggling to understand where it comes from.

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