Plain enumeration of theorems definitions etc

In my TeX document Theorems, Definitions, Lemmas are enumerated in the following way:

Definition 1.1

Lemma 1.1

Theorem 1.1

Definition 1.2

Lemma 1.2

Theorem 1.2

But I would like to have

Definition 1.1

Lemma 1.2

Theorem 1.3

Definition 1.4

Lemma 1.5

Theorem 1.6

How can I obtain this?

Edit. The begin of my document is:

\documentclass[12pt]{article}

\usepackage[T1]{fontenc}

\usepackage[cp1250]{inputenc}

\usepackage{amsfonts}

\usepackage{amssymb}

\usepackage{latexsym}

\usepackage{amsthm}

\theoremstyle{plain}

\newtheorem{theorem}{Theorem}[section]

\newtheorem{corollary}{Corollary}[section]

\newtheorem{lemma}{Lemma}[section]

\newtheorem{observation}{Observation}[section]

\newtheorem{proposition}{Proposition}[section]

\theoremstyle{definition}

\newtheorem{definition}{Definition}[section]

\newtheorem{example}{Example}[section]
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What package are you using to generate these environments? Are you defining them without packages? Either way, include these in your post via an edit. –  Werner Apr 3 '12 at 17:10
Welcome to TeX.SE. Seconding Werner's comment: It is always best to compose a fully compilable MWE that illustrates the problem including the \documentclass and the appropriate packages so that those trying to help don't have to recreate it. This will also serve as a test case and ensure that the solution actually works for you. –  Peter Grill Apr 3 '12 at 17:21
very similar to (possible duplicate?) common-per-section-numbering-of-theorems-lemmas-etc –  cmhughes Apr 3 '12 at 18:01

Just use the first optional argument, that denotes the counter to share:

\usepackage{amsthm}

\theoremstyle{plain}
\newtheorem{theorem}{Theorem}[section]
\newtheorem{corollary}[theorem]{Corollary}
\newtheorem{lemma}[theorem]{Lemma}
\newtheorem{observation}[theorem]{Observation}
\newtheorem{proposition}[theorem]{Proposition}

\theoremstyle{definition}
\newtheorem{definition}[theorem]{Definition}

\newtheorem{example}[theorem]{Example}
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Very thanks for help. –  Richard Apr 3 '12 at 18:20