I have read several posts on here about HIDs failing and wanted to know that if the light goes out, how do you know if the issue is with the bulb or the ballast? Is there a way to tell by visual inspection?

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2003 A4 1.8T Multitronic
6000K Xenon HIDs
Lip Spoiler

This might help u http://vvme.com/faq.jsp

Hmm...nope. It doesn't mention anything about troubleshooting except for "In case of replace or repair is needed, please seek help from the nearest professional shop."

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2003 A4 1.8T Multitronic
6000K Xenon HIDs
Lip Spoiler

I'm not good in electric stuff but read specifically at Could I not just purchase a stronger watt halogen bulb to get a brighter light? and then How long will these bulbs last? And then finally here http://www.jwspeaker.com/hid_information.htm (Google rocks ))
So i think Ballast just converts the voltage for the HID Bulb. Of course everything can brake, but from those links i'd say Bulbs are like 10x likely to go bad before the ballast.