1. A failure diagnosis system comprising: a first database that stores a first cause-and-effect network, wherein the first cause-and-effect network stochastically represents a relationship between a plurality of failure-type candidates and first observation information, which have cause-and-effect relationships with the respective failure-type candidates, and a second database that stores a plurality of second cause-and-effect networks for the respective failure-type candidates, wherein each of the second cause-and-effect networks stochastically represents relationships between second observation information and the failure-cause candidates; an observation-information acquiring unit that acquires the first observation information and the second observation information from a diagnosed system; a determination-probability calculating unit that calculates a determination probability of each failure-type candidate based on the first observation information acquired by the observation-information acquiring unit and the first cause-and-effect network; an occurrence-probability calculating unit that calculates occurrence probabilities of the failure-cause candidates for each failure-type candidate based on the second observation information acquired by the observation-information acquiring unit and the second cause-and-effect networks; and a failure-cause notifying unit that notifies at least one of the failure-cause candidates as a failure cause, based on the determination probabilities of the respective failure-type candidates calculated by the determination-probability calculating unit and the occurrence probabilities of the respective failure-cause candidates calculated by the occurrence-probability calculating unit.