I can tell you from my personal experience that male cockatiels are MUCH more vocal than females. I rescue purchased a beat up young Lutino cockatiel from an I'd rather not mention pet store. They were selling it as a male named Hector.
Well by the next day, I was relatively positive he was actually a she and I named her Chiquita.
She was just so quiet, always was...SOMETIMES she's pipe up and chirp, but not very often. Sweetest girl ever. Lost her on June 12th, this year.
There is also a comparable difference between female cockatiel "chatter" and male tiel chatter. In my experience.
I've been owned by 5 cockatiels, 3 males and two females and all 3 of my males learned to talk very well and whistle. My females have never uttered anything close to a word or a whistling song.
It' can be difficult to tell sex visually with Lutino's...especially if you get a really light colored one like my Chiquita was.
If you have a real chatterbox and think it may be trying to mimic you at times, you probably have a male.
My Chicken Little started saying his name at 3 - 4 months old
Congratulations with your new addition! I personally find cockatiels to be the sweetest of them all!
(I think in my signature line, I have a video clip of Chicken Little talking and chattering)
Good Luck!
Toni