Sahih Muslim Book 004, Hadith Number 1934.
Chapter : Permissibility of women's going out on 'Id days towards the place of worship and their presence in the Khutba (sitting) at a distance from men.
Umm 'Atiyya reported: The Messenger of Allah (may peace be upon him) commanded us to bring out on 'Id-ul-Fitr and 'Id-ul-Adha young women, menstruating women and purdah-observing ladies, menstruating women kept back from prayer, but participated in goodness and supplication of the Muslims. I said: Messenger of Allah, one of us does not have an outer garment (to cover her face and body). He said: Let her sister cover her with her outer garment.