Given the set $\{1,2,3,4\}$ is $\{(1,1),(2,2),(3,3)\}$ reflexive?

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I don't know if it's reflexive because of the missing pair $(4,4). $

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That is enough to make $\{(1,1),(2,2),(3,3)\}$ a non-reflexive relation over $\{1,2,3,4\}$, yes.

A reflexive relation $R$ (over a set $A$) must have $(a,a) \in R$ for each and every single $a \in A$. You've found a case where that does not hold.