I'm having trouble proving that covariant differentiation is an associative operation. Essentially I'll have to show
$$\nabla_\mu( \nabla_\nu \nabla_\sigma) = (\nabla_\mu\nabla_\nu) \nabla_\sigma. $$
But is it enough to show that both LHS and RHS yield the same result when acted up on a scalar or a contravariant vector?. Will this hold for any general tensor? Is there any other method to show this ?