\usepackage{amsthm}

\newtheorem{theorem}{Theorem}[section]
\newtheorem{lemma}{Lemma}[section]
\newtheorem{ques}{Question}[section]
\newtheorem{conj}{Conjecture}[section]

\theoremstyle{definition}
\newtheorem*{defn}{Definition}
\newtheorem*{ex}{Example}
\newtheorem*{rmk}{Remark}