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My supervisor got some funding and is hiring new PhD students. Today one of them came to an interview and we told him about the things that we do.

The main problem is that my supervisor is a terrible supervisor. He wants to lead the research project but has no idea on how to work on real implementations. He does not help or even provide feedback although he still is the leading author of all the publications we do. He does not want to spend money on us or on equipment, but expects results as if we were using high-end equipment. He treats us plainly wrong, taking credit for our accomplishments, humiliating us when possible, not helping or leading in any way and not allowing as to grow as researchers.

I know that I could be biased for some personal bad experience but 100% of the students at my research center (both his students and other students) agree with me that he is, by far, the worst possible advisor that there is in our research center.

My question is: should I warn a new coming PhD student about this so that he can take his decision taking this into account, or am I supposed to say nothing because it is not my business?

On one hand, when I was where he is now I would have LOVED if someone told me about this situation, but on the other hand as a PhD student I'm risking a lot by saying this and I don't know if I should get involved.

You should. As you mentioned yourself, you would have loved it if someone had warned you about things before you went, and "do unto others as you would they do unto you" is a good maxim to live by.

Having said that, you should also take steps to protect yourself. Talk to the student in private, and ask for confidentiality. Do it face-to-face if you can; if you must use email, avoid using your institutional email address. You've already acknowledged you might be biased, so tell the student the facts only and don't add anything that you inferred from the facts. For example, instead of "He does not help or even provide feedback", say how many times you meet him or attempt to contact him a week. Describe how those meetings went - what did you say, what did he say, what did you do next? Try not to say "he does not help" as though it's a bad thing: it's actually possible he is expecting you to work independently for various reasons (e.g. you were so good he doesn't think you need close supervision).

First, to disqualify my opinion, I did not go through a Ph.D. program. I am far from being an Academic. I have helped friends with their Ph.D. research and had things been different I would have loved to spend years in the Academic lab. Instead, I've spent my time in corporate offices doing commercial product development.

Second, warning someone off is a bad thing -- especially for you. There are very few circumstances under which you can save someone else trouble, and avoid trouble yourself. The candidates you are talking to are anxious to have a slot -- almost any slot. Your warning won't put them off if they are otherwise interested, or desperate, and you will have marked yourself as someone they have material to use against later.

Third, don't start a palace revolt and rebel against the person in charge unless you are certain that you can bring them down, and that you benefit from the change. The new person can be worse, or the lab can be disbanded, or someone new can be appointed who just doesn't understand your work. No problem, right? Just start over. Big setback. Or, worse, you don't depose the leader. Be ready for the purge.

If you have unassailable evidence of sexual exploitation or severe financial malfeasance you might stand a chance. Micromanagement, gruff temper, credit-stealing, incompetence, surly disposition, bad advice, or absentee guidance -- you don't stand a chance. The institution probably already knows and yet he remains in place. You are unlikely to be the agent of change you would like to be and still preserve the work you are doing and the progress you have made.

Your best bet is to get out. Ideally, you get out by finishing, accepting the degree, and finding a wonderful postdoc situation. If the PI's reputation is so negative, they may drag you down even after you are finished with them. Not ideal, but perhaps better, is you find a lab where you can thrive and move there. Network with others. Reach out where other's have shown interest. You will be better losing some time and having the right, enriching experience.

Summarizing, I suggest that you do not attempt to dissuade the candidate from joining the lab. Not in a selfish sense, but with a sense of self-preservation, watch out for yourself and your best interests.