In North America, cowbirds do this. In Europe, it is a type of Cuckoo that does this.
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No, but a cowbird lays eggs in the nests of other species, and that may be the case here.
I believe some species of birds steal others birds eggs and raise them as their own but I suggest you look up purple finches on the internet or a book and read about them laying eggs to be sure. I've never heard of birds stealing other eggs and brooding them but what I do know for sure is that the Brown Headed Cowbird does not make it's own nest and lays its eggs in other birds nests. The Cowbird is actually considered a parasite in that it's eggs will hatch first and dominate the nest. In some circumstances some of the intended hatchlings could starve to death or be killed by the young Cowbirds. Simply remove the brown spotted eggs.
One of the only birds that lay blue eggs are Blue Jays, they do not usually lay them on the ground though. There is a very good chance it fell out of a nest.
A robin lays a small blue round egg. If you have found one on the ground don't pick it up because then the robin won't take care of it. It's important to remember that birds can smell human scent!
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