Why is the transitivity fulfilled for two elements?

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Let $A=\{a,b\}$ be a set with two elements $a\neq b$. Define all order relations on $A\times A=\{(a,a),(a,b),(b,a),(b,b)\}$.

Why is the transitivity for two elements fulfilled?

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To prove that a relation $\preceq$ on a set $A = \{a,b\}$ is an order relation, you just have to prove that $\preceq$ is reflexive and antisymmetric, as transitivity follows from that:

If $x,y,z \in A$ are arbitrary with $x \preceq y$ and $y \preceq z$ than (as $A$ only has two elements) two of $x,y$ and $z$ must be equal. If $x = z$ than $x \preceq z=x$ by reflexivity, if $x=y$, we have $x =y\preceq z$, if $y=z$ than $x \preceq y=z$ by assumption.