I want to find the univariate normals of a multivariate normal in order to plot them. If we assume that each are independent, then I know that we can use the mean vector and diagonal of the covariance of the multivariate normal can be used as the means and variances of those independent univariate normal distributions.
Is it same to assume so or are there any other technique to derive the univariate normals of a multivariate normal?
I appreciate any help resolving the above doubt.