The little girl was of noble birth. She was daughter of John, Baron Russell, second son of the Earl of Bedford, one of that famous family which has given England some of her best statesmen for hundreds of years. Her mother was a daughter of Sir Anthony Cooke, of Gildea Hall in Essex, "a man of the ancient equanimity and worship," well known for his goodness and learning. Sir Anthony brought up his daughters to follow in his own footsteps. They were noble and accomplished gentlewomen and learned withal, for they could write easily in Greek, Latin and Italian, as well as in their own tongue. One of them, Mildred, married Sir William Cecil, afterwards Lord Burleigh, Queen Elizabeth's famous councillor and adviser. Anne was wife of Sir Nicholas, afterwards Lord Chancellor Bacon, whose son was the great philosopher, Francis Bacon, Lord Verulam. Elizabeth, Lady Russell, the mother of our "child of Westminster," had been married before to Sir Thomas Hobby, ambassador to France. And when he died in 1566, Queen Elizabeth wrote a letter full of affection and esteem to his widow. In this letter she praises the dead Sir Thomas; and then goes on: And for yourself, we cannot but let you know that we hear out of France such singular good reports of your duty well accomplished toward your husband, both living and dead, with other your sober, wise and discreet behaviour in that court and country, that we think it a part of great commendation to us and commendation to our country, that such a gentlewoman hath given so manifest a testimony of virtue in such hard times of adversity. And therefore, though we thought very well of you before, yet shall we hereafter make a more assured account of your virtues and gifts; and where-insoever we may conveniently do you pleasure, you may be thereof assured. And so we would have you rest yourself in quietness, with a firm opinion of our special favour towards you. Given under our signet, at our city of Oxford, the ---- of September, 1566, the eighth year of our reign. Your loving friend, ELIZABETH R.