heat transfer coefficient is not depend on density only, the geometry has a crucial part. please mention the geometry type.also you need to mention whether it is an internal or external flow, parallel or cross flow, ....
you can do something simple,
put a small water tank near the wall (outside and inside) and measure the temperature raise over time, this will give you an estimation for the heat (per unit area assuming that the temperature along the wall is uniform),
from there on you can use a simple heat...