The equation of state (EOS) of the dark energy is the key parameter to study the nature of the dark energy from the observation. Though the dark energy is found to be well consistent with the cosmological constant with a constant EOS of \(-1\), weak evidences from different observation data and analyses show that dark energy models with an evolving EOS slightly less than \(-1\) at some medium redshifts and greater than \(-1\) at high redshifts are more favored. In this paper, It is shown that how such a pattern of an evolving dark energy EOS can be just biases arising from the statistical method widely adopted in data analyses together with the dependence of the cosmic expansion on the dark energy EOS. The issue is actually not limited to dark energy or cosmology. It represents a class of mathematical problems of Bayesian analysis. It should be paid attention to in similar data analyses to avoid biases in drawing conclusions.