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Chances are, if you go on Wikipedia, you'll find articles referring to the people of Luxembourg as 'Luxembourgians'.
In my experience, this term doesn't quite slip off the tongue, nor does it make sense (based on my limited linguistic knowledge). All my life, I and my surrounding friends and family circles have referred to the people of Luxembourg as 'Luxembourgers' or 'Luxembourgish people'. A short poll amongst some of the RTL Today team has also shown a bias towards Luxembourger.
The rationale for the use of 'Luxembourgers' is relatively simple - it corresponds to what Luxembourgers refer to themselves as, which is Lëtzebuerger, and simply speaking the name of the country with the suffix 'er' added onto it. Luxembourgian, on the other hand, makes the Luxembourgish people sound like aliens. Granted, this isn't the most scientific of explanations but we'll get to that in a bit. Coming across Luxembourgian in a written document always makes me stop and squint at it, wondering if it's a mistake. Hearing the word (which has only happened on a few occasions) exemplifies that feeling that something about this word is just not right.
I can't speak for all of Luxembourg, but most people I've come across seem to refer to the people of Luxembourg as Luxembourgers. Granted, this may be a small sample size, but if that is the case - and Luxembourgian is only used in written documents or by those employing theory - then surely this should be the correct option? After all, language goes by popular usage (my linguist flatmate told me 'obviously, words don't grow on trees'), therefore the most popular option is perhaps the correct one? It seems this is the agreed upon way, given that the Oxford English Dictionary added a second definition to the word 'literally' to effectively mean 'figuratively'.
Technicalities and Germanisms
Some suggest that Luxembourger is simply a Germanism - as the German language uses Luxemburger. And yes, perhaps it is a Germanism but that is precisely how demonyms work. The argument for Luxembourgian is that it fits the traditional suffix for demonyms in English, namely ending in -ian or -an. Notably examples of course include German, Italian, American, Indian, and more. The origin of this suffix is Latin and consequently quite common.
However, many Germanic places do tend to have the same demonyms as in English, and some of those spill over to English. We say Londoner, New Yorker, and Frankfurter (although the latter with a snigger, of course). The suffix -er is also one of the most popular suffixes and according to some linguists, the most popular option, which coincidentally corresponds to the local usage, is generally the correct term.
The EU has used Luxembourgian in the past, but the latest updated version (as of May 2019) of their list of countries, territories, and currencies identifies the people of Luxembourg as Luxembourgers.
But of course, asking your own family and friends is no accurate sample size, so we thought we would ask our dear readers at RTL Today to cast their deciding votes! So - what is it: Luxembourger or Luxembourgian?