Stoning is the usual and oridnary mode of death penalty in the scripture.  For usual and ordinary capital felonies, stoning was the sentence given.  There are some crimes that were unusual in nature and a different penalty was given.  One of these unusual penalties was burning to death.  There are two reasons in the scripture why burning was sentenced.  If a daughter of a priest was a prostitute while in her father's house, she was to be burned to death (Lev. 20:14), and if a man had sexual relations with his wife and her mother he was to be burned to death (Lev. 20:14). 

Reasons for Burning:

1. A Priest's daughter being a prostitute (Lev. 21:9)

2. If a man has sexual relations with a wife and her mother (Lev. 20:14)