High-pressure sodium bulbs are often used in place of other powerful lights such as fluorescent lights or even neon lights. As with many types of bulbs, sometimes a high-pressure sodium bulb will stop functioning, or will function with problems. What you need to do in these situations is to test the bulb as part of the troubleshooting process. You can perform some basic tests without a comprehensive electrician's kit to get an idea of whether the problem lies in the bulb or elsewhere.
Examine the high-pressure sodium bulb. Look for any charring or blackness inside the bulb which could mean it's burnt out. Examine the contact point for any electrical burns or corrosion that could mean the bulb is damaged and not functioning properly.
Replace the suspect bulb with a new high-pressure sodium bulb. If the new bulb acts the same way as the old one, then the problem may be in the lamp rather than the bulb. In the same vein, you could take the original bulb and put it in a different lamp. If the bulb acts the same way there, then the problem may be with the bulb, but if not, then the problem may be with the lamp.
Test the voltage coming into the bulb by placing the contact ends of a voltmeter into the lamp socket and turning on the power. Check the power that's coming in against the power that the bulb is meant to handle; this could be a reason for any bulb malfunctions.