Josephine Lyons tells Angus M. Cannon that her mother Sylvia Sessions Lyon on her deathbed in 1882 told her that Joseph Smith was actually her father, not Windsor P. Lyon to whom Sylvia had been legally married. Angus M. Cannon told Joseph Smith III that Brigham Young had referred to her in 1877: "That girl, I believe, is living today in Bountiful, north of this city. I heard Prest. Young, a short time before his death [in August 1877], refer to the report and remark that he had never seen the girl, but he would like to see her for himself, that he might determine if she bore any likeness to your father."
[DNA testing has since determined that her father was Windsor, not Joseph. It remains a matter of speculation why Silvia said Joseph was the father instead of Windsor.]
[Angus Munn Cannon, `Statement of an interview with Joseph Smith, III, 1905,' regarding conversation on October 12, 1904, MS 3166, LDS Church Archives" as quoted in "Evidence For The Sexual Side of Joseph Smith's Polygamy," Comments by D. Michael Quinn on Session #2A "Reconsidering Joseph Smith's Marital Practices," Mormon History Association's Annual Conference, Calgary, Alberta, Canada, 29 June 2012 (unabbreviated version, revised during July)]