Deleting/Purge data from Azure Application Insights

The following page shows how can I purge Application Insights data –

https://docs.microsoft.com/en-us/rest/api/application-insights/components/purge

I tried following it but it doesn’t mention how to use authentication and I am getting the following error in response –

{ "error": {     "code": "AuthenticationFailed",     "message": "Authentication failed. The 'Authorization' header is missing." } 

Can someone please guide me how do use the authentication header?