Cosmic rays were discovered in 1912 when Victor F. Hess (Austria) was flying ion chambers in a balloon to measure expected the decrease of ionization from terrestrial rock and water with the increase of height. The results were unexpected: above about a kilometer the ionization increased continuously with increasing altitude.
Hess proposed that a very penetrating radiation was entering our atmosphere from above. You can imagine that it was alarming, and perhaps a tabloid story, to discover that we are all constantly subjected to a powerful radiation coming from an unknown source in space.
Millikan, who was at first a skeptic, carried out (in 1923-26) an extensive series of measurements which gave conclusive evidence for the extraterrestrial origin of the radiation, generally believed to be energetic gamma rays, and he gave it the name cosmic rays.
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