Numbers 25:15, 18

And the name of the Midianite woman who was put to death was Cozbi daughter of Zur, who was the chief of a Midianite family.

They have already made you their enemies, because they tricked you at Peor and because of their sister Cozbi, the daughter of a Midianite leader. She was the woman who was killed when the sickness came because the people sinned at Peor.”