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Given the candidate keys CD and DE and the functional dependency AB->CDE. Is CDE considered prime because all attributes (C, D and E) are prime? Or is it non-prime because CDE is not found in a candidate key as a whole? Therefore, my question is if a group of prime attributes is also prime due to its attributes or it has to be part of a candidate key as well.

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Your question seems incomplete or incorrect because the functional dependency you have given here also gives AB as a Candidate key. Anyways, now if we talk about Prime, we will always talk about a particular attribute. In your question, C, D, and E are prime attributes. {C, D, E} will be a set of prime attributes. There should not be much confusion I think. Jointly Prime attributes will also be prime because you can separately define these by Armstrong rules.
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Note: I recently received the right answer for my question from my professor, so I will leave it here in case anyone will ever need it.

ANSWER: CDE is prime because C,D and E are individually prime. If the attributes of a group are prime, then the group is also prime (the group does not have to be part of a candidate key as a whole).

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