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High-pressure synchrotron X-ray diffraction (XRD) studies have been conducted on three types of Si particles (micron, 100 nm, and 30 nm). The pressure for initiation of Si-I→Si-II phase transformation (PT) essentially increases with a reduction in particle size. For 30 nm Si particles, Si-I directly transforms to Si-XI by skipping the intermediate Si-II phase, which appears during the pressure release. The evolution of phase fractions of Si particles under hydrostatic compression is studied. The equation of state (EOS) of Si-I, Si-II, Si-V, and Si-XI for all three particle sizes is determined, and the results are compared with other studies. A simple iterative procedure is suggested to extract the EOS of Si-XI and Si-II from the data for a mixture of two and three phases with different pressures in each phase. Using previous atomistic simulations, EOS for Si-II is extended to ambient pressure, which is important for plastic strain-induced phase transformations. Surprisingly, the EOS of micron and 30 nm Si are identical, but different from 100 nm particles. In particular, the Si-I phase of 100 nm Si is less compressible than that of micron and 30 nm Si. The reverse Si-V→Si-I PT is observed for the first time after complete pressure release to the ambient for 100 nm particles.