As of 21st century, the terms of efficiency and productivity have become notions which dwells on both business and academic world more frequently compared to past. It is known that it is hard to increase the efficiency and productivity of both production and service systems. In this study, the efficiency analysis of the branches of a bank was conducted. Furthermore, a Weighted Stochastic Imprecise Data Envelopment Analysis (WSIDEA), which is a new approach developed based on Data Envelopment Analysis (DEA), was proposed. Efficiency levels and results of decision-making units were examined according to the proposed new method. Additionally, six different DEA model results are obtained. The results of the six different DEA model and the proposed "WSIDEA" model were compared in terms of efficiency level of decision-making units, and the differences between them were examined.