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Solve the following problem using Python, implementing the functions described below, one line at a time
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Description:
 def _add_observation_to_variances(self, xj, yj):
 """ Quickly update the variance and co-variance for the addition of one observation. See Also -------- _update_variance_in_window : compute variance considering full window """

        term1 = (self.window_size + 1.0) / self.window_size * (xj - self._mean_x_in_window)
        self._covariance_in_window += term1 * (yj - self._mean_y_in_window)
        self._variance_in_window += term1 * (xj - self._mean_x_in_window)