Pronunciation of Indexed Collection of Sets

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I'm currently learning about sets and I want to discuss the material. However, I'm unsure of the pronunciation of certain symbols.

For instance, I know that

(1) $A\cup B$ is read, "A union B."
(2) $A\cap B$ is read, "A intersection B."

However, I'm unsure about the pronunciation of symbols for the difference of two sets, an indexed collection of sets, and its union (or intersection). How are the following symbols pronounced when discussed with another person?

(3) $A-B$

(4) $\{S_\alpha\}_{\alpha\in I}$

(5) $\bigcup_{\alpha\in I}S_\alpha$

(6) $\bigcup_{i=1}^n A_i$

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I'd say:

(3) "$A$ minus $B$", or "$A$ setminus $B$";

(4) "the family of the $S$-sub-$a$, for $a$ in $I$", or "the family $S$-sub-$a$, $a$ in $I$";

(5) "union of [the] $S$-sub-$a$, [for] $a$ in $I$";

(6) "union of [the] $A$-sub-$i$, [for] $i$ equals $1$ to $n$".

Words in brackets are optional — sometimes you might say them, sometimes not, depending on where in a sentence the phrase occurs.

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I talk pretty casually, so these phrases might be a little out of place if you're doing a presentation or a conference. But if you're just talking with a friend, these should suffice:

(3) "$A$ minus $B$" or "$A$ setminus $B$"

(4) "[the set of] all the $S$-$\alpha$s"

(5) "the union of $S$-$\alpha$ for $\alpha$ in $I$" or if $I$ is easy to infer, "the union of all the $S$-$\alpha$s"

(6) "the union of $A_1$ through $A_n$"

Since these are usually pretty involved to say/write, you'll usually be assigning some other variable to these sets. In that case, I'll sometimes shift these phrases to use verbs:

"Next, union all the $S$-$\alpha$s together and call that $T$."