\documentclass[11pt]{article}
\usepackage{amsthm,amssymb,amsfonts,amsmath,latexsym,epsf,tikz,url}
\usepackage{enumitem}
\makeatletter
\renewenvironment{proof}[1][\proofname]{\par
\pushQED{\qed}%
\normalfont \topsep6\p@\@plus6\p@\relax
\trivlist
\item\relax
{\bfseries
#1\@addpunct{.}}\\
}{%
\popQED\endtrivlist\@endpefalse
}
\makeatother
\newtheorem{theorem}{Theorem}[section]
\newtheorem{proposition}[theorem]{Proposition}
\newtheorem{observation}[theorem]{Observation}
\newtheorem{conjecture}[theorem]{Conjecture}
\newtheorem{corollary}[theorem]{Corollary}
\newtheorem{lemma}[theorem]{Lemma}
\newtheorem{remark}[theorem]{Remark}
 \theoremstyle{definition} 
\newtheorem{definition}[theorem]{Definition}
\newtheorem{example}{\sc Example}
%\newcommand{\proof}{\noindent{\bf Proof.\ }} قبل از اضافه کردن پکیج amsthm این خط برای اثبات بود
%\newcommand{\qed}{\hfill $\square$\medskip}

\textwidth 14.5cm
\textheight 21.0cm
\oddsidemargin 0.4cm
\evensidemargin 0.4cm
\voffset -1cm

\begin{document}

\title{\bf my article title }

\begin{definition}
my definition.
\end{definition}

\begin{example}
my example. i want whole statement be roman not italic. and also in definition i want this
\end{example}

\begin{proof}
my proof here. i want proof start from new line
\end{proof}

\end{document}