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They are related to all aggregates.
Birth is the arising of aggregates. Death is the disappearing of that which arose. Ageing is the changing in between.
Sorrow, lamentation, pain, grief, & despair are all Dukkhas caused by clinging to the five aggregates.
Association with unbeloved is the association with painful experiences(five aggregates).
Separation from the loved is the separation from pleasurable/neutral experiences(five aggregates).
Not getting what is wanted means not being able to control the five aggregates at will: Not being able to retain pleasurable/neutral experiences. Not being able to keep away painful experiences.
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Suffering is result of ignorance of karmic of skandhas, 5 aggrrgates in creation of ego. Ego has tendancy to cling and create 'self', 'I', or 'me' based on in dependent relation with 5 skandhas.
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If for example I take my young, healthy, hygienic form as favorable, and an old, sick, unhygienic form as unfavorable. Then, there is suffering when you grow old, sick or dirty.
If I perceive someone as a loved one, and another a foe, then these perceptions can be misery: when you part with a loved one and have to be with a unloved person.
When you are conscious of the touch of a soft cushion you get a pleasant feeling, and in an uncomfortable seat you get unpleasant feeling. If you get an uncomfortable seat and when your body comes in contact with it you feel unpleasant sensation.
Also any pleasantness that you experience, which can change or come to an end, will give displeasure: for example when you are with someone you like (perceive positively) and you have to part.
Likewise if you analyse every aspect of the 5 aggregates it leads to suffering if there is craving. In absence of craving there is not suffering.
E.g. I do not distinguish someone as a person you do not like then this perception does not lead to suffering.
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The 1st noble truth summarises all suffering as clinging (upadana). The five aggregrates are irrelevant. Birth, death, etc, are only suffering when clung to. Read these suttas:
http://www.accesstoinsight.org/tipitaka/sn/sn22/sn22.001.than.html
http://www.accesstoinsight.org/tipitaka/sn/sn22/sn22.048.than.html
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The five skandhas are the five attributes which constitutes a living being. The five Skandhas are: form (rupa), sensation (vedana), perception (samjna), mental formation (samskara), and finally consciousness (vijnana).
Form or rupa is attributed to the six physical realms. It is anything that can be sensed or touched by the being. This even includes the beings body. The problem with separating the definition of the Dukkha's with the Skandhas is that you can't. They are all inter-related.
The Five Skandhas are a fundamental Buddhist concept and play an important part in Buddhist doctrine. For it is through the Five Skandhas that the world (Samsara) is experienced, and nothing is experienced apart from the Five Skandhas.
So let us look at the first definition of Dukkha and attempt to break it down.
Birth is dukkha, aging is dukkha, death is dukkha
This sentence is explaining the pains of a finite existing body that is imperfect. This can be categorized as "form". Form also referring to the basic building blocks meaning the "four elements" or MahΔbhΕ«ta. In order for a form to exist it requires consciousness, the second Skandha. Once form and consciousness makes contact (phassa), it is translated into sensation (vedana), the third Skandha. This is where the two skandhas arise known as perception (samjna) and mental formation (samskara) which reacts to the form. Without the five skandhas you would never know how birth, aging and death is dukkha.