Check your dorm's policy, but if you're IN YOUR room, it's your space and I would think they'd have to make a pretty serious case against you to have you expelled for simple nudity.
At my university, dorm rooms were leased like apartments. The university was the landlord and we signed an official Quebec housing agreement, so once the contract was in place the room was ours. You couldn't change anything about the room, and it had to be returned in exact condition, but you could walk around as much as you pleased.
It was a co-ed floor though so going too and from the showers usually involved a towel around the waist or bosom.

PS There may be few responses because people think this is a silly question, as the answer doesn't seem very complicated, or something you couldn't find out by asking someone else who lives in your dorm, like an RA.