I adjust the density on my grass scene using Distribution parameters, but the items look too sparse, even using high density values. What is the problem ?
The density at viewport is not indicative of the rendering result, because the number of items is limited by Display->Viewport->Max Items. You should check the real density rendering the scene.
Alternatively, if you want to adjust the density visually, create a smaller grass region (for example 2 m x 2 m) and test different settings there. Once you get a nice result, apply it to the full area.
In scenes where is needed to scatter huge areas using tiny objects, sometimes is better to create a grass patch and use it as source object. You can see a sample of this technique in the Realistic Grass tutorial:http://www.itoosoft.com/forestpack/tutorials/tutorial_realgrass.php
Also you can find a sample grass scene attached to this post.