Judy?

[The Count]

There's a character named Judy who appears in the Rainbow Connection finale of The Muppet Movie, I know she's a Sesame Street character because her Muppet Wiki article states her as being a lavender "Anything Muppet". Problem is, there's no other information on this character. So I'm asking... What song or sketch does this character come from? Hopefully someone can answer. Thanks for your help and have a good day.