Frances Jocelyn, Viscountess Jocelyn Cowper was born in 1820, the youngest daughter of Emily Lamb, Countess Cowper, a daughter of Peniston Lamb, 1st Viscount Melbourne. Her paternity was officially attributed to Lady Cowper's husband, the 5th Earl Cowper. However, the historian K.D. Reynolds and others have argued that Henry John Temple, 3rd Viscount Palmerston was actually the father of Lady Frances and her brother William. Once widowed, her mother married Palmerston, though Lady Frances did not care for him. He became Prime Minister in 1859. In 1838, Lady Frances served as a maid of honour at the Coronation of Queen Victoria, and she also
Elizabeth Lamb, Viscountess Melbourne Sir Peniston Lamb, 2nd Baronet; they married in London on 13 April 1769. The couple lived at Melbourne House in Piccadilly and Elizabeth quickly became a well-known figure in London Whig society. She was apparently untroubled by her husband's infidelity early in their marriage with the actress and courtesan Sophia Baddeley, just as he came to tolerate her numerous love affairs. Peniston was raised to the Peerage of Ireland as Lord Melbourne, Baron of Kilmore, in 1770 and Viscount Melbourne in 1781. As well as Melbourne House, the family had country residences at Brocket Hall in Hertfordshire and Melbourne Hall