This is an exercise from p. 86 Quantum Computation and Quantum Information by Michael A. Nielsen and Isaac L. Chuang.
Here I think I have to show that $p\left(l\right)p\left(m\right)=p\left(lm\right)$, meaning the probability of getting $l$ and then getting m is equal to the probability of getting $lm$. But I can't prove it... The definition of $p\left(m\right)$ (same for $p\left(l\right)$ of course) is like below.
Could anyone help me how to prove $p\left(l\right)p\left(m\right)=p\left(lm\right)$?


Just insert the outer product $\left|\psi\right\rangle\left\langle\psi\right|$ in between operators.
$p\left(lm\right) = \left\langle\psi\right|M_{m}^{\dagger}L_{l}^{\dagger}L_{l}M_{m}\left|\psi\right\rangle $
then insert $\left|\psi\right\rangle\left\langle\psi\right|$ between $M_{m}^{\dagger}$ and $L_{l}^{\dagger} $
and again insert $\left|\psi\right\rangle\left\langle\psi\right|$ this time between $L_{l}$ and $M_{m} $
$p\left(lm\right) = \left\langle\psi\right|M_{m}^{\dagger}\left| \psi \right\rangle \left\langle\psi\right|L_{l}^{\dagger}L_{l}\left|\psi\right\rangle\left\langle\psi\right|M_{m}\left|\psi\right\rangle $
then bring the central value $p\left(l\right)$ out front
$p\left(lm\right) = p\left (l\right) \left\langle\psi\right|M_{m}^{\dagger}\left| \psi \right\rangle \left\langle\psi\right|M_{m}\left|\psi\right\rangle $
and collapse/remove the remaining outer product ... you're left with $p\left(l\right) p\left(m\right)$
Insertions and removals of $\left|\psi\right\rangle\left\langle\psi\right|$s are akin to multiplying and dividing by unity (1)