Add an observation-updatable density estimator to tests

[ablaom]

This gives an illustration of both density estimation and the implementation of update_observations.

It also adds a missing fallback of case that predict consumes no data (the pattern for density estimators).

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 71.27%. Comparing base (21383ab) to head (9b9e4d4).
Report is 3 commits behind head on dev.

❗ There is a different number of reports uploaded between BASE (21383ab) and HEAD (9b9e4d4). Click for more details.

HEAD has 1 upload less than BASE

Flag	BASE (21383ab)	HEAD (9b9e4d4)
	3	2

Additional details and impacted files

@@             Coverage Diff             @@
##              dev      #32       +/-   ##
===========================================
- Coverage   86.31%   71.27%   -15.04%     
===========================================
  Files          10        9        -1     
  Lines          95       94        -1     
===========================================
- Hits           82       67       -15     
- Misses         13       27       +14     

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