Question:
I heard that not every collection of objects is a set. I was wondering if
you could give an example of such a selection collection, and explain why it
is not a set.

Replies:
I have also seen such a remark made in very pedantic math books. I think
the idea is to avoid the "set of all sets" paradox. That is, the collection
of all sets is not a set. That is because "set" does not properly describe
a property of a "objects" that can be collected into sets. Ordinary mortals
need not worry about the distinction.

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