Show that the number of partitions of the integer $n$ into three parts equals the number of partitions of $2n$ into three parts of size $< n$.
I can only prove it by building a bijection between the two sets. Could anyone prove it by generating functions or even by Ferrers diagram?
I am not sure of what you mean "by Ferrers diagram"
But take three rows of $n$ dots and put a partition of the first type in; the remainder will represent a (rotated) partition of the second type. And similarly in reverse. For example with $n=6$, one partition of the first type is $12=5+5+2$ and of the second type is $6=4+1+1$, as shown here.