By default OBIEE does not allow HTML or JavaScript coding in the headers, which is necessary to do this. To enable it, insert the following element to the instanceconfig.xml file. I placed it right after the <ServerInstance> tag.
<HardenXSS>false</HardenXSS>
This is the format of the code to place in the column header so that the text will hover.
The result would look something like this.
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