Board Thread:Speculation House/@comment-4830106-20140806180925/@comment-14138255-20140817162558

Perhaps their mother died when Winter was born and Mr. Schnee was protective of her (to he point of hiding her existence, especially keeping her existence from the White Fang). This could be why Blake didn't seem to know she existed

Ruby: Weiss, you have a sister too! Blake please tell me you also have one

Blake: t-that's not possible, the White Fang have no records of there being a second daughter

Weiss: And why do you think!? The White Fang were at our throats, my mother died giving birth to her, and she was just a baby. There was no way my father would put her in danger, so she was hidden.

In fact, there could be a good plot to reveal Winter to the rest of the team, where Winter is captured and Weiss starts panicking.