http://www.psychologytoday.com/blog/beautiful-minds/200812/the-tears-clown
So, according to science, comedians tend to be above average intelligence or, you know, 'quite bright.' (also, a bit messed up but that's for another thread)
As for whether Oxbridge contains people of above average intelligence. Seriously, it's not full of dimwits. I know that George Osbourne went there but he's the exception that proves the rule.
I know it gives comfort to us proles to think that it's a hotbed of graft and privilege, but really, it's full of normal, pleasant people who are just smarter than me. I've no problem with them being smarter than me, I'm quite smart myself.
So, most comedians tend to be quite smart. Smart people go to Oxbridge. QEFD.