The define step of DMAIC is where the problem statement is created, the project is scoped, and the team is created. The define step lays the foundation for the success of the project.
A central part of the define step is to build a business case. That simply means gaining a clear understanding of why the project is important and what it will mean to the business when it is completed.
It is common to refine the problem statement as more data is gained in the measure and analyze steps.