Answer: The only way to tell the difference is to examine the blooms when it flowers. The female plant will have a bulge at the center of the base of each flower, the male flower does not have such a bulge. It can be difficult to see the difference, so I would suggest you take a sample bloom to the nursery and compare it with the labeled hollies or ask your county extension or a professionally trained nursery staff person for help.
Otherwise, you could consider planting a pair and then see if your plant fruits. At worst you would have two males, at best two females.
Please be aware there are several different types of blue holly. It is best to plant a matched pair to assure that they bloom at the same time. If you are not certain that you have either a Blue Girl or Blue Boy and so can purchase the corresponding exact match, you may have a bit of a problem. You may be able to identify your plant using a foliage sample. But if not, and you determine you need a male (the most common situation), you might try a "Blue Stallion" which blooms over a particularly long time and thus serves as a good pollen source.
Often, there are enough male hollies in a neighborhood that you do not really need to purchase your own. I mention this because there are other reasons a holly may not produce berries. For example, make sure you are not inadvertently removing the berries by pruning. These plants bloom on old wood and the berries then develop over the summer. So, an overall pruning at any time of year will limit berry production. For best fruiting your plant should also be in sufficient sun, with protection from winter winds, and in overall good health. Sometimes a new plant will take a year or two to settle in and bloom and fruit as it should.
I hope this helps.
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