Detailed study of Lindley distribution (1.3) has been done by Ghitany et al. [4] and shown that (1.3) is a better model than exponential distribution for modeling some lifetime data. Recently, Shanker et al. [5] showed that (1.3) is not always a better model than the exponential distribution for modeling lifetime’s data. In fact, Shanker et al. [5] has done a very extensive and comparative stud...