Data-driven fault detection and isolation (FDI) depends on complete, comprehensive, and accurate fault information. Optimal test selection can substantially improve information achievement for FDI and reduce the detecting cost and the maintenance cost of the engineering systems. Considerable efforts have been worked to model the test selection problem (TSP), but few of them considered the impact of the measurement uncertainty and the fault occurrence. In this article, a conditional joint distribution (CJD)-based test selection method is proposed to construct an accurate TSP model. In addition, we propose a deep copula function which can describe the dependency among the tests. Afterward, an improved discrete binary particle swarm optimization (IBPSO) algorithm is proposed to deal with TSP. Then, application to an electrical circuit is used to illustrate the efficiency of the proposed method over two available methods: 1) joint distribution-based IBPSO and 2) Bernoulli distribution-based IBPSO.