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At present, there is strong indirect evidence that the Oort cloud exists. The main one is the existence of comets whose long orbital period around the Solar system can't be explained by typical ellipitcal orbits inside of the Kuiper Belt. Moreover, there is theoretical motivation in favor of the Oort cloud in that current models of Solar system formation predict for the creation of larger planets, such as Jupiter and Saturn, which would have scattered smaller icy objects into farther reaches of the Solar system. Some of those objects in turn would not have achieved escape velocity and eventually settled into a stable orbit around the Sun. Observational astronomy has also indicated that other star systems have formed belts similar to the Kuiper belt, so if we posit that the Oort cloud is simply a continuation of the Kuiper belt which contains smaller gravitational bodies, then we could consider this as indirect evidence as well that our star system has one too. However, we are unable to see this directly via telescope with our current level of technology, so we are inferring that the Oort cloud exists solely through indirect means. I hope that this clears up your questions!
Hey Sarah, scientists generally are in good agreement that the Oort Cloud exists, but it is still a hypothesis since we haven't seen it directly. In part, this concensus stems from a theoretical understanding of star system formation and how giant planets forming early in the Solar system's history would create fragments that lack sufficient velocity to escape the gravitational attraction of the Sun. Another reason has to do with observing how long the period of certain comets orbiting the Solar system are (some of them are too long to be explained without there being a band outside the Kuiper belt in which they orbit). You are right though that these are indirect measurements; we presently don't have the technology to view the Oort cloud directly, so we must infer it is there through other means. I hope that clarifies this a bit!