If a wet dream for a woman is understood to mean that they have an orgasm, then yes it is common for women to have orgasms while having erotic dreams.

In 1953, Alfred Kinsey, Ph.D., the famous sexuality researcher, found that nearly 40 percent of the 5,628 women he interviewed experienced at least one nocturnal orgasm (orgasms during sleep), or "wet dream," by the time they were forty-five years old. A smaller study published in the Journal of Sex Research in 1986 found that 85 percent of the women who had experienced nocturnal orgasms had done so by the age of twenty-one… some even before they turned thirteen. In addition, women who have orgasms during sleep usually have them several times a year.

www.goaskalice.columbia.edu

It's estimated that by age 45, 40 percent of all women have had a nocturnal orgasm at least once, compared to 80 percent of males. Fewer than 10 percent of women, compared to 50 percent of males, report having nocturnal orgasms more than five times a year. Men often experience their first orgasm during a wet dream, but women rarely have nocturnal orgasms until they have had orgasm by some other means first.

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If a wet dream for a woman is when a woman ejaculates, this would be quite rare, but not unheard of. For men, an orgasm typically includes an ejaculation, i.e., emission of semen. But for woman, an orgasm does not typically include any ejaculation of fluids. Such ejaculation of fluids is quite distinct from the normal lubrication and wetness that usually accompanies a female orgasm. When a woman ejaculates, a quantity of fluid is squirted from the urethra, sometimes forcefully and in substantial quantities. This fluid is not urine, even though it is expelled from the urethra, as is urine. For example, this fluid dries without leaving a mark. Female orgasms accompanied by an ejaculation are becoming more common for women, although still a small minority of women have them, so having them spontaneously during erotic dreaming would be something very few women have ever experienced. I know of no research on this, so there are no actual numbers to supply.