I would like to prove the following:
$$\lambda x.\ \lambda y.\ f\ z\ x\ y \overset{\eta}{=} \lambda x.\ f\ z\ x$$
Definitions
Free variables
$x \in FV(f) :\Leftrightarrow$ $x$ is a variable used within a function $f$ and $x$ is neither a formal parameter of $f$ nor defined in the body of $f$.
$\alpha$-equivalence
Two terms $T_1, T_2$ are called $\alpha$-equivalent, if $T_1$ can be obtained from $T_2$ by consistant renaming.
$\beta$-equivalence
A $\beta$-reduction is function application on a redex:
$$(\lambda x. t_1)\ t_2 \Rightarrow t_1 [x \mapsto t_2]$$
$\eta$-equivalence
Two terms $\lambda x. f~x$ and $f$ are called $\eta$-equivalent, if $x \notin FV(f)$.
Some thoughts
I can make $\alpha$ conversions to get this:
$$\lambda y.\ \lambda x.\ g\ z\ y\ x \overset{\eta}{=} \lambda y.\ g\ z\ y$$
Then I could define $f := \lambda y.\ g\ z\ y$ so I had
$$\lambda y.\ \lambda x.\ g\ z\ y\ x \overset{\eta}{=} f$$
But now I have a problem. It seems as if I have to switch $\lambda y.\ \lambda x.\ \dots$ to $\lambda x.\ \lambda y.\ \dots$
May I do that? Is there a rule that tells me that this is a valid transformation?
First of all, you can simplify the equation like this:
\begin{align*} \lambda x.\ \lambda y.\ f\ z\ x\ y &\overset{!}{=} \lambda x.\ f\ z\ x\\ \overset{*}{\Leftrightarrow} \lambda y.\ f\ z\ x\ y &\overset{!}{=} f\ z\ x\\ \end{align*}
*is valid, because you may apply the rules to subterms. (Could somebody please go into detail here?)Then you can make $\alpha$-conversions:
\begin{align*} \lambda y.\ f\ z\ x\ y &\overset{!}{=} f\ z\ x\\ \overset{\alpha}{\Leftrightarrow} \lambda x.\ g\ z\ y\ x &\overset{!}{=} g\ z\ y \end{align*}
Then you can define $f := g\ z\ y$:
\begin{align*} \lambda x.\ g\ z\ y\ x &\overset{!}{=} g\ z\ y\\ \overset{f}{\Leftrightarrow} \lambda x.\ f\ x &\overset{!}{=} f \end{align*}
The last line is true, because that's how $\eta$-conversion is defined. As we've used only equivalences, the other equations are true, too.