Six Sigma has been adopted as a major improvement initiative by some leading Korean companies. The paradigm of how statistics is to be applied in business and industry has been challenged by Six Sigma. In this paper, Six Sigma initiative and its importance are stressed. Also statistical thinking plays a major role in Six Sigma. Therefore, its relationship with Six Sigma is explained. Next, various strategies for achieving Six Sigma are reviewed. Finally the strategy that GE takes for achieving Six Sigma is examined.