Hmmm. I didn't know there were male and female plants.
There actually is. But not for peppers.
(According to
www.showmeoz.com)
Here's the rub. You see, many plants actually do have individual male and female flowers - some have only one gender of flower and others have both.
So within the complex scope of plant reproduction, it is absolutely possible for certain plants to produce fruits of a specific gender (usually female). But not the pepper.