In order to prove this statements, we will use such notations:
"\\sigma_x = \\begin{pmatrix}\n 0 & 1 \\\\\n 1 & 0\n\\end{pmatrix},\n\\sigma_y = \\begin{pmatrix}\n 0 & -i \\\\\n i & 0\n\\end{pmatrix},\n\\sigma_z = \\begin{pmatrix}\n 1 & 0 \\\\\n 0 & -1\n\\end{pmatrix}"
As we can see the first statement is right:
"\\begin{pmatrix}\n 0 & 1 \\\\\n 1 & 0\n\\end{pmatrix}\\begin{pmatrix}\n 0 & 1 \\\\\n 1 & 0\n\\end{pmatrix} = \\begin{pmatrix}\n 1 & 0 \\\\\n 0 & 1\n\\end{pmatrix} = I"
"\\begin{pmatrix}\n 0 & -i \\\\\n i & 0\n\\end{pmatrix}\\begin{pmatrix}\n 0 & -i \\\\\n i & 0\n\\end{pmatrix} = \\begin{pmatrix}\n 1 & 0 \\\\\n 0 & 1\n\\end{pmatrix} = I"
"\\begin{pmatrix}\n 1 & 0 \\\\\n 0 & -1\n\\end{pmatrix}\\begin{pmatrix}\n 1 & 0 \\\\\n 0 & -1\n\\end{pmatrix} = \\begin{pmatrix}\n 1 & 0 \\\\\n 0 & 1\n\\end{pmatrix} = I"
The commutator of the two matrices is:
"\\left[\\sigma_x,\\sigma_y\\right] = \\sigma_x\\sigma_y - \\sigma_y\\sigma_x = \\begin{pmatrix}\n 0 & 1 \\\\\n 1 & 0\n\\end{pmatrix}\\begin{pmatrix}\n 0 & -i \\\\\n i & 0\n\\end{pmatrix} - \\begin{pmatrix}\n 0 & -i \\\\\n i & 0\n\\end{pmatrix}\\begin{pmatrix}\n 0 & 1 \\\\\n 1 & 0\n\\end{pmatrix} = 2i\\begin{pmatrix}\n 1 & 0 \\\\\n 0 & -1\n\\end{pmatrix}"
So we have proved the second statement
Let's finish our work and prove the last statement:
"\\left[\\sigma_x,\\sigma_z\\right] = \\sigma_x\\sigma_z - \\sigma_z\\sigma_x = \\begin{pmatrix}\n 0 & 1 \\\\\n 1 & 0\n\\end{pmatrix}\\begin{pmatrix}\n 1 & 0 \\\\\n 0 & -1\n\\end{pmatrix} - \\begin{pmatrix}\n 1 & 0 \\\\\n 0 & -1\n\\end{pmatrix}\\begin{pmatrix}\n 0 & 1 \\\\\n 1 & 0\n\\end{pmatrix} = -2i\\begin{pmatrix}\n 0 & -i \\\\\n i & 0\n\\end{pmatrix}"
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