Lee Radziwill Jackie Kennedy's Sister Dead at 85

Lee Radziwill, the sister of Jackie Kennedy who was a world famous socialite ... has died.

Radziwill -- whose daughter-in-law, Carole Radziwill, is a cast member on "Real Housewives of New York" -- died Friday at her home in New York City.

Jackie and Lee were the most famous sisters in the world in the early '60s. She went by Princess Lee Radziwill. The title was bestowed when she married Polish aristocrat, Prince Stanislaw Albrecht Radziwill.

The joke in the U.S. for years was that Lee wasn't really a princess, or if she was no one knew the country associated with the title. Gilda Radner famously mused as Roseanne Rosannadanna on 'SNL' that no one knew what she was princess of.

Lee circulated in high society, with friends that included Truman Capote, Rudolf Nureyev and Andy Warhol.

Lee and Jackie were extremely competitive growing up, and Lee often said it was hard for her to measure up to the future First Lady. She recounted in her autobiography her dad favored Jackie, adding, "That was very clear to me but I didn't resent it because I understood he had reason to."

Lee was married 3 times. Her third husband was film director Herbert Ross.

Lee had 2 children.

She was 85.