Pippa Middleton caught at wild party (VIDEO | 4 PICS)

Pippa Middleton is probably not so chipper now that police are investigating last Saturday's scary incident when one of her friends pointed what appeared to be a gun at a French photographer. But just hours before, the Duchess's younger sister was living it up at a lavish, yet raunchy Marie Antoinette-themed costume party in Paris — and video of the soiree has just hit the Web.

In the clip, the spirited Middleton, 28, is interviewed by French television channel Canal+ as she parties with her pal, Viscount Arthur de Soultrait, the two of them decked out in 18th-century Parisian attire. After the reporter asks her thoughts on "French flair," de Soultrait yells at the camera, "Pippa is my new girlfriend!" to which Middleton throws her head back and laughs. She then speaks a little French for the interviewer.

The rest of the video shows Middleton at the event -- which was also attended by a man in a dog collar, a dwarf, and a nearly naked nun -- drinking white wine, chatting with a female friend, and cutting loose on the dancefloor to Jay-Z and Alicia Key's "Empire State of Mind" — before leaving the party at 5 a.m.

When photos came out of Middleton at the raucous party on Tuesday, the Internet was abuzz that the sister-in-law of Prince William had dared to take part in the revelry. So far, Buckingham Palace has refused to comment on dalliances of Kate's party-girl sister. "A lot of the world considers that [Pippa] is royal," says Ingrid Seward, editor of Majesty magazine, "and by association what she does has an influence on the royal family."

Watch Pippa party:

On Saturday, Middleton -- who works for her parents' online party-planning business -- and three male friends were cruising around the French capital when the driver pointed what later was determined to be a toy gun at a paparazzo. In a photo of the incident, Middleton, in the passenger seat, is shown laughing. Since the scandal hit, she has been under much scrutiny, and reportedly her sister's royal in-laws are not pleased. "This is embarrassing for them," a source told Us Weekly, adding it "has put Kate in a very difficult position."

Middleton's maybe-boyfriend de Soultrait released a statement on Wednesday apologizing for the actions of his pal with the fake gun, French criminal lawyer Romain Robillard, whom he says "Pippa had only met a few hours before. As a joke, my friend brandished a toy pistol in their direction. Obviously Philippa had no idea that he was going to do that and told him to stop immediately," de Soultrait explained. "She did not find it funny. I regret enormously that this incident happened, and especially that Pippa has been subject to the subsequent attention through no fault of her own. I have apologized to her for this."