Uniform to Exponential distributions?

*let rec uniform_distribution ?upper_bound:(upprbnd = 1.0) size = if size =
0 then [ ] else ( Random.float upprbnd ) :: *
*( uniform_distribution ~upper_bound:upprbnd ( size - 1 ) ) ;;*

The above is my implementation of the uniform probability distribution
defined on the interval, [0, 1].  ( The upper bound could be changed to
whatever you like of course, but if that optional argument is omitted then
by default it's going to have a value of 1... or technically, 1.0. )

But what about other probability distributions in Ocaml?  If I remember
correctly, there is some way to mathematically convert the uniform
distribution to any other distribution you want, but I don't remember the
details.  Does anyone know about?  ( I am specifically thinking of the
exponential distribution. )

Does Ocaml have builtin support for various probability distributions?  Or
is it left up to the Ocaml programmer to figure those out on his own?

Thanks for the information.

Best,

Douglas.