t Distribution
The t distribution of where and (Johnson & Kotz, 1972, 37.3; Mardia et al., 1979, p. 57). For the mean is and the covariance matrix The density is
  Test Set
A set of examples used only to assess the performance of a fully-specified classifier.
  Trace(Factor Analysis Only)
Represent the total amount of variance on which the factor solution is based. The trace is equal to the number of variables. Based on the assumption that the variance in each variable is equal to 1.
  Training Set
A set of examples used for learning, that is to fit the parameters of the classifier.