"Densest" is not really an applicable term here. I take it you mean "has the highest cardinality?" In this cast there are an infinite number of these. A theorem states (I forget the name) that a subset of a set can have at most the same cardinality of that set. So we need a set S such such that S ⊆ ℝ and |S| ≈ |ℝ|. Like I said, many sets fit this description, i.e. ℝ itself, any open or closed interval on ℝ like [1,16) or (-∞, 3), any union of any subset of ℝ and an open or closed interval on ℝ such as (12, ∞) ∪ {e}. I suppose that there are many types that I may be forgetting, but I hope you understand. =]
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No, the irrationals are more dense.
No. Fractions do not include irrational numbers. And although there are an infinite number of both rationals and irrationals, there are far more irrational numbers than rationals.
You have it backwards. Integers are a subset of real numbers.
The real numbers, themselves. Every set is a subset of itself.
Starting at the top, we have the real numbers. The rational numbers is a subset of the reals. So are the irrational numbers. Now some rationals are integers so that is a subset of the rationals. Then a subset of the integers is the whole numbers. The natural numbers is a subset of those.