Explanation: Chomsky's Hierarchy of Languages
(related to Chapter: Classification of Formal Languages)
The definitions of the previously introduced types of grammars get (from type3, over type2 and type1, to type0) more and more general. This structure became known as the Chomsky hierarchy^{1}.
The question arises, whether or not these generalizations induce proper inclusions of the language classes generated by the grammars, i.e. if $$\mathcal L_3\subseteq\mathcal L_2\subseteq\mathcal L_1\subseteq\mathcal L_0,$$ or if $$\mathcal L_3\subset\mathcal L_2\subset\mathcal L_1\subset\mathcal L_0.$$
The following examples demonstrate that the inclusions are, indeed, proper. For instance, all regular languages are contextfree languages but not viceversa.
Example of a Regular Language ($\in\mathcal L_3\subset\mathcal L_2\subset\mathcal L_1\subset\mathcal L_0$)
 The grammar $G=(\{S,B,C\},\{a,b\},R,S)$ with the rules $R$: $$\begin{array}{rcl}
S&\to&aB,\\
B&\to&bC,\\
C&\to&\epsilon \mid aB
\end{array}$$ is regular since it allows the replacement of only one variable and every rule ends with a single variable.
 Example generation of $ababab$: $$\begin{array}{rcl}
S&\to&aB\\
&\to&abC\\
&\to&abaB\\
&\to&ababC\\
&\to&ababaB\\
&\to&abababC\\
&\to&ababab\\
\end{array}$$
 The grammar generates the language $$L(G)=\{(ab)^n\mid n\ge 1, n\in\mathbb N\}=\{ab,abab,ababab,abababab,\ldots\}.$$
 The generated language $L(G)$ is (trivially and by definitions of the grammars) is also a contextfree, a contextsensitive and a phrasestructure one.
Example of a ContextFree, Not Regular Language ($\not\in\mathcal L_3$ and $\in\mathcal L_2\subset\mathcal L_1\subset\mathcal L_0$)
 The grammar $G=(\{S\},\{a,b\},R,S)$ with the rules $R$: $$\begin{array}{rcl}
S&\to&aSb\mid ab,\\
\end{array}$$ is contextfree since it allows the replacement of only one variable. In contrast to the first example, every rule can involve more variables.
 Example generation of $aaabbb$: $$\begin{array}{rcl}
S&\to&aSb\\
&\to&aaSbb\\
&\to&aaabbb
\end{array}$$
 The grammar generates the language $$L(G)=\{a^nb^n\mid n\ge 1, n\in\mathbb N\}=\{ab,aabb,aaabbb,\ldots\}.$$
 Apparently, the language is not regular. It is not hard to see why it cannot be regular. The reason for this is the order of the symbols $a$ and $b$. If we wanted to generate the language $\{a^nb^n\}$ by a type3 grammar, it would be necessary to "remember" the number $n$ of $a$'s we have generated first, before we can generate the same number of $b$'s. Because the value $n$ is not bounded from above, a type3 language would have to allow an unlimited number of variables. This is not possible, a grammar cannot have an infinite number of variables, by definition.
 The generated language $L(G)$ is (trivially and by definitions of the grammars) is contextsensitive and a phrasestructure one, but not regular.
Example of a Contextsensitive, Not Contextfree Language ($\not\in\mathcal L_3,\not\in\mathcal L_2,$ and $\in\mathcal L_1\subset\mathcal L_0$)
 The grammar $G=(\{S,B,C,D,E\},\{a,b,c\},R,S)$ with the rules $R$: $$\begin{array}{rcl}
S&\to&aBC\mid aSBC,\\
CB&\to&CE,\\
CE&\to&DE,\\
DE&\to&DC,\\
DC&\to&BC,\\
aB&\to&ab,\\
bB&\to&bb,\\
bC&\to&bc,\\
cC&\to&cc,\\
\end{array}$$ is contextsensitive, since any rule $P\to Q\in R$ fulfills the property $P\leQ.$ Since $S\to\epsilon$ is not included, $S$ may be part of a some $Q$ of rule (as is the case in the first rule of this example). Apparently, the language is not contextfree.
 Example generation of $aabbcc$: $$\begin{array}{rcl}
S&\to&aSBC\\
&\to&aaBCBC\\
&\to&aaBCEC\\
&\to&aaBDEC\\
&\to&aaBDCC\\
&\to&aaBBCC\\
&\to&aabBCC\\
&\to&aabbCC\\
&\to&aabbcC\\
&\to&aabbcc\\
\end{array}$$
 The grammar generates the language $$L(G)=\{a^nb^nc^n\mid n\ge 1, n\in\mathbb N\}=\{abc,aabbcc,aaabbbccc,\ldots\}.$$
 It is not hard to see why it cannot be contextfree. The symbol $c$ can only be generated, after some of the symbols $a,$ and then after some of the symbols $b$ have already been generated (only in this context). It is neither possible to start with a $c$ nor to continue with a $c$ after having generated only $a$'s.
Example of a RecursivelyEnumarable, Not ContextSensitive Language ($\not\in\mathcal L_3,\not\in\mathcal L_2,\not\in\mathcal L_1,$ and $\in\mathcal L_0$)
An example can be a language, the words of which code a terminating Turing machine. We will see later what it is and why this language is not contextsensitive.
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References
Bibliography
 Erk, Katrin; Priese, Lutz: "Theoretische Informatik", Springer Verlag, 2000, 2nd Edition
 Hoffmann, Dirk: "Theoretische Informatik, 3. Auflage", Hanser, 2015
Footnotes