Hmmm.... shouldn't a female Dungeon Master be named Dungeon Mistress???
My own experiences with female DM's is unfortunately extremely limited, namely zero.
Here in the Netherlands, I knew only one female gamer in a one-shot game I participated in visiting a friend, and she was a player, not a DM, and when I was in the States, all the gamers I met were men. Since my US experience was at a Tech college with a short supply of women in general, this was not that much of a surprise...
I kinda missed a missus in playing DnD, as in my experience, women often game with a somewhat different mindset / way of looking at things (as far as my own experience, mainly with women and boardgames goes), adding variety to the group, making the whole experience more diverse and IMHO more fun...