In this paper Standard Error of Mean (SEM), as a new technique, is used for transforming multi-objective linear programming problems (MOLPPs) to the single objective linear programming problems (SOLPPs). To this end, an algorithm has been proposed and suggested to solve MOLPPs, which have been tested through numerical examples by employing Excel Solver. However, the study compares the results of other techniques like (Chandra Sen, Optimal Average of Minimax and Maximin, New Arithmetic Average, New Geometric Average, New Harmonic Average, and Advanced Transformation) with the results of this new technique SEM. The numerical results indicate that a new technique in general is promising.