The burner will not be lit and the ignition goes out

There are several possible causes of this problem, aside from a loose or damaged wire, which is uncommon. The cause in about 95% of the cases is a thermopile that has gone bad. The thermopile is the small cylinder that is attached to the pilot assembly where part of the pilot flame can contact it. It has a cable or wire going to the gas valve, high limit switch, or both. When hot enough, it produces and electrical current that keep the pilot on and allows the main gas valve to open. Be sure that you have a good pilot flame. The pilot may need to be cleaned or adjusted. The thermopile is not hard to replace in most gas fryers and not too expensive. This often starts as an intermittent problem. The second possible cause is a defective high limit. The high limit is a small rectangular device with wires going to the gas valve and a tiny stainless tube that goes through the bottom of the kettle to a sensor bulb, like the thermostat has. These are usually self resetting, but may have a small red reset button. If present check the reset. If no reset, jump the two wires and see if the fryer will now light. If so, the high limit is defective, assuming the fryer is not over temperature. If defective, replace. Do not operate the fryer in this condition as there is no over temperature protection. The next cause is if the oil is too hot, in which case the high limit will shut off both the main burner and the pilot. The pilot cannot be relit until the fryer cools down and the high limit resets. If the oil is too hot, usually over 425F, replace the thermostat. If the high limit trips when the oil is in the normal operating range, replace the high limit. The final cause is a bad gas valve. This is not too common, but the gas valve is expensive and a bit difficult to replace. Check all of the other causes first.