Most mortality studies usually attribute death to single disease, while various other diseases could also act in the same individual or a population at large. Few works have been done by considering HIV, Tuberculosis (TB), and Hepatitis B (HB) as jointly acting in a population in spite of their high rate of infections in Ghana. This study applied competing risk methods on these three diseases by assuming they were the major risks in the study population. Among all opportunistic infections that could also act within HIV-infected individuals, TB has been asserted to be the most predominant. Other studies have also shown cases of HIV and Hepatitis B coinfections. The validity of these comorbidity assertions was statistically determined by exploring the conditional dependencies existing among HIV, TB, and HB through Bayesian networks or directed graphical model. Through Classification tree, sex and age group of individuals were found as significant demographic predictors that influence the prevalence of HIV and TB. Females were more likely to contract HIV, whereas males were prone to contracting TB.