'A' is being used as the name of some set in a problem or example. 'Set' is the term for a group of numbers with some characteristic, maybe the answer to a problem, maybe just a description (like the set of even numbers).
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A collection of distinct entities regarded as a unit, being either individually specified or (more usually) satisfying specified conditions.
in math, domain is the set of possible inputs to a function while range is the set of possible outputs.
It is a set that contains no elements - an empty set.
The set of all the solutions of an equation or condition
It is called creating or naming a set!
It is the sum of a set of values.