Persistent luminescence or afterglow is caused by a gradual release of charge carriers from trapping centers. The energy needed to release these charge carriers is determined by the trap depths. Knowledge of these trap depths is therefore crucial in the understanding of the persistent luminescence mechanism. Unfortunately, the trap depths in persistent phosphors are often difficult to evaluate in an accurate and reliable way. The existing analysis methods are mostly based on single experiments, or they ignore the possibility of a continuous distribution of trap depths. We present a procedure to accurately probe the activation energies, even in the presence of a continuous distribution of energy levels. By performing a series of thermoluminescence experiments with varying excitation duration and at varying excitation temperature, and employing the initial rise analysis method, the depth and shape of such a distribution can be estimated. As an example, we investigated the trap system in the violet persistent phosphor CaAl2O4:Eu,Nd, and show that it consists of a Gaussian-shaped distribution of trap depths. The maximal density of traps lies in the region around 0.9 eV, but the distribution extends to 0.7 eV on the shallow side and 1.2 eV on the deep side. The described procedure can be used to obtain a clear view of the trap system in other persistent phosphors as well. This can lead to a better understanding of the nature of these trapping centers, and the role they play in the persistent luminescent mechanism.