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A wavelet based random density \\(f(x)\\) generated by \\(\\psi\\) is defined by \\(f(x) = \\left(\\sum_{j,k \\in Z^2} d_{jk} \\psi_{jk}(x)\\right)^2\\), where the coefficients \\(d_{jk}\\) are random up to the normalization constraint \\(\\sum_{j,k} d_{jk} =1.\\) The authors present an algorithm for generation of random variables \\(d_{jk}.\\) They found the expectation of \\(f(x)\\),  \\[  Ef(x) = \\lambda {\\mathbf 1}(0\\leq x \\leq 1) +(1 - \\lambda)^2 \\sum_{j\\geq 0}\\biggl({\\lambda\\over 2}\\biggr)^j \\sum_k \\psi_{jk}^2(x).  \\]  They present some properties of random densities via wavelets. For example, let \\(C^\\alpha ([0, 1])\\), \\(0< \\alpha <1\\), be the H\u00f6lder space on \\([0, 1]\\), that is  \\[  C^\\alpha ([0, 1]) = \\left\\{ f\\in L^\\infty([0, 1])\\colon \\sup_{x,h} {|f(x+h) -f(x)|\\over |h |^\\alpha} <\\infty \\right\\}.  \\]  Let the random density be generated by a sequence of i.i.d. random variables \\(\\{ u_{ik}\\}\\) such that \\(Eu_{jk} =\\lambda.\\) Then \\(f \\in C^\\alpha ([0, 1])\\), \\(\\alpha = {1\\over 2} \\log_2 {1\\over \\lambda}\\), with probability \\(1.\\)    The authors propose an algorithm for generation of random variables with random density. 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