Look at the surface. It should be smooth with few pores. Raw marble will be rough. Finished marble will be as smooth and shiny as glass. Look for tool marks in uneven areas or around the base. Marble sculptors use tools with teeth. The marks the chisels leave look like long teeth marks. Look for faux, or painted on, marbling. The swirls of color should be genuine and embedded in the stone.
Pick up the sculpture (if possible). It should be heavier than plaster and papier-mache, and it should be a lot heavier than it looks.
Touch the sculpture. One unique characteristic of marble is that it remains cool to the touch at room temperature.
Observe the sculpture in sunlight. Marble has a natural glow that has attracted artists for centuries. It looks like it is radiating and bright. Also view the sculpture in the shadows. Reflected light will be stronger in the shadows with marble than with other materials.
Try the scratch test. If you can scratch the surface of the sculpture with a fingernail, it is not marble. Most likely, the sculpture is made of plaster. Real marble will resist a scratch with a knife.