Axiom to construct a family of sets

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If I have a set $X$, and I define $\mathcal{A}_n=\{x \in X | P(x,n) \}$, then which axiom of ZFC set theory I use to construct the countable family $F=\{\mathcal{A}_1,\mathcal{A}_2,...,\mathcal{A}_n,...\}$?

I think that a possible way to do this can be using the axiom of extensionality, but I'm not sure if it is the better way.

Thanks in advance.

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There are two obvious ways to go about this:

  1. Replacement: Simply considering the function $\psi(n,x)$ to state that $x=\cal A_n$.

  2. Power set + Separation: Since all the $\cal A_n$'s are subsets of $X$, your family is a subset of $\mathcal P(X)$, and so can be separated with $\{A\subseteq X\mid\exists n(A=\cal A_n)\}$, where $A=A_n$ is again given by the same $\psi$ as before.

Of course, you need Infinity to even argue that this is a set and not a class; Extensionality to argue that this family is really what you wanted it to be; and probably all manner of other axioms for getting $P$ to work properly.