It is more easier to add Alexa rank of your site in Blogger. So do not search again in Google "How to add Alexa rank widget in Blogger" 😃 . Apply the following steps.
How to Add Alexa Rank Widget Easily in Blogger
1. Go to Blogger -> Layout -> Add a Gadget and Choose "HTML/JavaScript".
2. Copy the customized code from below.

<a href="http://www.alexa.com/siteinfo/compromath.com">
<script type="text/javascript" src="http://xslt.alexa.com/site_stats/js/s/a?url=compromath.com">
</script></a>
Customization: Replace compromath.com with your domain name.

3. Save and visit your site or blog.

If you see Alexa rank widget in your blogger site or if it does not work for you, let know in comment.

Happy Blogging.