Maya Rudolph and Fred Armisen Nail 'Purple Rain' to Celebrate Prince's Birthday

Maya Rudolph tipped her hat to Prince Thursday night with her cover band, Princess ... the last night of back-to-back sold-out shows honoring the Purple One's 59th birthday.

The 'SNL' vet performed at the Teragram Ballroom in L.A., and her old co-star, Fred Armisen, sat in on drums for "Darling Nikki", "Nasty Girl" and "Purple Rain."

Even Prince had said he was a fan of Maya's group ... easy to see why.

If you know what I'm singing about up here, c'mon, raise your hand!