From which class do you get this? Can you share a link with us?
Regarding the explanation of the Chain Rule, it just needs your familiarity with Calculus. If you are not familiar with it, check this guide by Paul which refers to some other links.
I’ve checked the screenshot, it said dz[1] = w[2]T * dz[2] * g[1]’(z[1]). This is different from the one you mentioned.
Maybe it is a good time for you to watch that video again, or at least the screenshot which you shared.
Yes, as Saif has pointed out, the first operand on the RHS there is incorrect and should be W^{[2]T}. There’s another important error there as well: the operation between W^{[2]T} and dZ^{[2]} is not * (elementwise multiply), but dot product. Check the dimensions and it will be obvious that elementwise would not work:
W^{[2]} is n^{[2]} x n^{[1]} dZ^{[2]} is n^{[2]} x m
And of course we need the dimensions of dZ^{[1]} to be n^{[1]} x m, right?
There is also no dA^{[1]} term required, since the first two terms actually give us dA^{[1]}. The formula is:
dA^{[1]} = W^{[2]T} \cdot dZ^{[2]}
Putting all that together with some parentheses to make it unambiguous, we have: