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In this paper, we consider a single-user multiple-input single-output (MISO) fading channel with training, and investigate optimal training and data transmission strategies for outage rate maximization. The receiver obtains instantaneous channel estimates through training; while the transmitter knows only the statistical information of the channel. We present analytical, closed-form solutions for the optimal training power and optimal data transmit covariance matrix. In particular, explicit numbers of antennas required for optimal data transmission are analyzed. Numerical results are presented to validate our analysis.