NYT reports that initial research findings suggest that anorexia may be influenced by exposure to female hormones in utero.
While there may be some connection between female hormones and the way self-perception and self-criticism in the brain occur, I am skeptical of a specific behavioral influence since ideal standards for body weight have varied so greatly over the years. Perhaps there may be a propensity toward being harder on oneself, regardless of the particular aesthetic standards of the time. I would like to see more research on in utero hormonal ties to other mentally-originating disorders, like OCD and depression to see if there is a more systematic effect.
This would be another interesting area of developmental research - the effects of development due to prenatal exposure to different hormones. Several years ago, there were some articles suggesting a connection between excessive androgen exposure and Autism and Asperger's.