I can't offer any proof, but I did see Jay Leno doing stand up at Budd Friedman's Imrpov in LA in the 80's, with Sam Kinison in the same show. Kinison just about made me suffocate from laughter, but Leno was pretty funny in his own right that night.
I actually talked to Leno after the show, and he said that he was doing over 300 shows a year at the time.
As a sanity check, I find him absolutely without any humor whatsoever today.
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