Jayson_Virissimo comments on Rationality Quotes May 2012 - Less Wrong
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According to Darrell Huff, it was first said by Henry G. Felson:
Huff, Darrell. How to lie with statistics. New York: Norton, 1993.
That answers my question, thanks! In my experience, any citation that does not refer to some printed reference should not be believed - a line saying "as quoted in How to lie with statistics by Darrell Huff" was what I was looking for.