Is it normal to have a hard time comprehending academic papers? I am starting my PhD in statistics program next year, and I have some concerns.
In my institution, there is a mandatory course that every PhD student has to take in lieu of taking one qualifying examination.
The course requires students to read five academic papers and write a report, which will be graded by faculty members.

I was browsing through the reading list for this course, and I often find myself pondering over one twenty-page paper for days and weeks because I want to make sure that I understand all the  math, concepts, and other details of the paper.
I am supposed to make a report for one paper/month, and I am now quite worried about what I am expected to do as a PhD student because it feels like it takes me forever to comprehend a single paper.
I feel discouraged because I have done very well in my bachelor’s and master’s programs in statistics, but I am having such a hard time comprehending these academic papers.

Is it normal for beginning PhD students to have a hard time comprehending academic papers?
Yes, yes it is. But it gets easier. What most people don't realize when starting out reading academic papers, is that not every paper is an island (to paraphrase...). Terminology and 'lingo' is something you learn over time, and suddenly you realize that you no longer have to look up every second concept you stumble upon in a paper - it simply references stuff that you already know.

This is of course also the reason that forcing new students to read papers, and even write a report about them to make sure that the papers have been properly digested, is a very good idea. The fact that members of faculty even take time out to grade these reports, tells me that you are probably in capable hands.