Dear Sander,
that is an interesting computational problem that Mathematica can readily solve:

or

depending on your assumptions.
;-)
Unfortunately MMA does not appear to know the naming frequency:

Luckily W|A knows more:
WolframAlpha["heike", {{"CurrentEstimates:GivenNameData", 1}, "Content"},
InputAssumptions -> {"*C.heike-_*GivenName-", "*DPClash.GivenNameE.heike-_**Heike.UnitedStates.female--"}]
gives

WolframAlpha["heike", {{"BasicInformation:GivenNameData", 1}, "Content"},
InputAssumptions -> {"*C.heike-_*GivenName-", "*DPClash.GivenNameE.heike-_**Heike.UnitedStates.male--"}]

So in the US it's more likely female.
Sorry, too much time to waste...
Marco
PS: I am aware that this in the US version of the name. In Germany it would also be female though.