That is correct, the set is not closed.
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The numbers are not closed under addition because whole numbers, even integers, and natural numbers are closed.
Because the set is not closed under addition. If x and y are odd, then x + y is not odd.
The set of even numbers is closed under addition, the set of odd numbers is not.
There is no law of closure. Closure is a property that some sets have with respect to a binary operation. For example, consider the set of even integers and the operation of addition. If you take any two members of the set (that is any two even integers), then their sum is also an even integer. This implies that the set of even integers is closed with respect to addition. But the set of odd integers is not closed with respect to addition since the sum of two odd integers is not odd. Neither set is closed with respect to division.
No. For example, 5 is an odd integer and 3 is an odd integer, yet 5/3 is neither an integer nor odd (as odd numbers are, by definition, integers).