Rx2 blockingFirst() doesn't work

I am introducing in the rx world and I want to understand why blocking does not work when I subscribe to newThread. For example:

This is working:

int i = Observable.fromArray(1,2,3,4).blockingFirst();

This is not working:

int i = Observable.just(1,2,3,4)
      .subscribeOn(Schedulers.newThread())
      .observeOn(AndroidSchedulers.mainThread()).blockingFirst();

And if is posible to make the second case works.

Thanks ;)