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1821 as a specific term in the sense "very rarely," perhaps suggesting something that, in fact, never happens (cf. at the Greek calends, and the native in the reign of Queen Dick and Saint Geoffrey's Day "Never, there being no saint of that name," reported in Grose (1788)); suggested earliest in this couplet from 1528:
Yf they say the mone is blewe,Though this might refer to calendrical calculations by the Church, so that the general sense of the term and the specific one (commonly misinterpreted as "second full moon in a calendar month," but actually a quarterly calculation) are difficult to disentangle. In either case, the sense of blue is obscure. Literal blue moons do sometimes occur under extreme atmospheric conditions.
We must beleve that it is true.