Pretty Bird = Healthy Bird

Male:

Female:
Images Source: USFWS

Ever wonder how the plumage of birds can be so colorful? Take, for example, the Yellow-headed blackbird (Xanthocephalus xanthocephalus) shown above. Those yellow feathers are possible because of yellow-red dietary pigments called carotenoids. It turns out that these pigments don't just stop at ensuring colorful sexual displays. They are also known to act as antioxidants, immune system stimulants, as well as precursors to vitamin A. Therefore birds with more colorful displays are thought to be healthier than those with dull displays...an important outward sign for mating.

As you can imagine, most studies of carotenoids focus on male birds since they typically have the most colorful plumage. A recent study, however, looked at the importance of carotenoids to female birds. What they found was that female birds with lower heterophil to lymphocyte ratios, an indication of low immune system stress, had higher levels of the carotenoid β-carotene in the yolk of their eggs. Feather carotenoid levels were also higher in female birds with high levels of red blood cells (hematocrit).
Due to small sample sizes, however, more research is needed to assess the role of carotenoids in the reproductive success, body condition, and health of colorful female birds.

Interestingly, excessive consumption of β-carotene (ex: carrots, pumpkins) also turns human skin yellow-orange, a condition called carotenemia. Although I don't think yellow skin would be interpreted by the opposite sex as an indication of health in humans. It is more likely misinterpreted as jaundice:

Image Source: Dearborn Public Schools.

Sources:
Newbrey JL, Reed WL. Yolk and Feather Carotenoids in Relation to Female Condition and Reproduction in the Yellow-Headed Blackbird (Xanthocephalus xanthocephalus).
The Auk 128(2):382-392. 2011