Alexandra was a famous Moroi Queen who wasn't much older than Lissa. She lived centuries before Lissa's time and was, like Lissa, only 18 years old when she became Queen.
Her statue was by the Court's church. It was blown up by Abe Mazur in order to cause a distraction to free Rose from prison. During Lissa's candidacy, some people compare her to Alexandra.
Her statue is seen in the Shadow Kiss Graphic Novel at Moroi Court.