The first step to reduce the risk of failure in six sigma projects is selecting optimal ones which have the most profits and the least expected risks. The main objective (question) of the current research is inspecting that if DEA is a suitable technique for selecting six sigma projects. To meet the objective, we introduce a new DEA (Data Envelopment Analysis) model to select six sigma projects. Then, we employ LDA (Linear Discriminant Analysis) to examine results validity of the proposed DEA model. A real application in electricity distribution industry is demonstrated. Base on Our findings, DEA ranking is strongly confirmed by LDA technique; hence, DEA is a proper model to select six sigma projects.