The problem statement is the section of the introduction that comes in between the background and the statement of the aim and objectives. It is more specific than the background as it moves towards the topic of the study and provides a rationale for why it is interesting and important. The conclusion of the problem statement should be equivalent to the aim. Thus the problem statement flows into the aim statement.
A Statement of your Research Problem is basically your specific Research Question, expressed as an English sentence, but not as a question. It your formal, head-on-the-block presentation of what your research may find.
Here is a specimen Research Question, and its corresponding Research Answer / Research Problem Statement:
RQ: What can disaggregated economic data show about the growth of classes of exports from Pakistan?
RA: Disaggregated economic data from Pakistan reveals that export growth is spotty, depending on the product or service class.
So, start with your research question. Use the rules of English to convert it into a statement. Take an intelligent guess as to what you might find, and write down your potential research answer, which is your thesis-theme.