I have a Hampton Bay ceiling fan and the fan works just fine. The problem is the light. The light will come on as it should but sometimes it stays on for a few seconds or as long a 5 mim. Then it just turns off on its own. I bought two of the same fans and the second one works with out any problem. Can you help to troubleshoot the light going on and then off on its own?

When the light truns itself off can you still get a power reading from the socket with a tester?

First try changing the frequency of the remote and receiver. See:

Ceiling fan remote controls - help and FAQ- Ceiling Fans N More