This is a statement from the Sets and Relations chapter of Discrete Mathematics. It is about the relation between the elements of a set, let say A. So, the relation R = 'is a sister of' where the following statement is defined to be true: "It is not transitive, because if X is the sister of Y and Y is the sister of Z then X need not be the sister of Z."
This is a bit subtle, can you see why?
Reference: Grossman,Peter (2009), Discrete mathematics for computing. 3 ed. Houndmills:Palgrave Macmillan. (316 s).
What's subtle about it? You just consider the case in which $Z=X$. No woman is her own sister.