My thermodynamics courses elucidated that the sky is blue due to Rayleigh scattering (by very small particles e.g. air molecules). Basically, longer wavelengths of light (red, orange, yellow) can pass through our atmosphere without too much scattering. Since blue light has a short wavelength, it becomes scattered much more than red light, all of which is contained in the sun's white rays. That's why at sunset the sky's color is more reddish. Most of the blue and shorter wavelength light has been scattered out of those rays (which must travel a longer distance to your location at sunset). But when the sun is directly above us, we're basically receiving the direct white rays plus the scattered blue components from the 'adjacent' rays.