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A key characteristic of simultaneous fault diagnosis is that the features extracted from the original patterns are strongly dependent. This paper proposes a new model of Bayesian classifier, which removes the fundamental assumption of naive Bayesian, i.e., the independence among features. In our model, the optimal bandwidth selection is applied to estimate the class-conditional probability density function (p.d.f.), which is the essential part of joint p.d.f. estimation. Three well-known indices, i.e., classification accuracy, area under ROC curve, and probability mean square error, are used to measure the performance of our model in simultaneous fault diagnosis. Simulations show that our model is significantly superior to the traditional ones when the dependence exists among features.