I got it out of "Data Analysis A Bayesian Tutorial" pg 4 where it is attributed to Herodotus
Around 500 BC, Herodotus said much the same thing: ‘A decision was wise, even though it led to disastrous consequences, if the evidence at hand indicated it was the best one to make; and a decision was foolish, even though it led to the happiest possible consequences, if it was unreasonable to expect those consequences.’
After some more searching and a pointer on Straight Dope, I think I've found it in Book 7 of the Histories when Artabanus is trying to dissuade Xerxes from launching his ill-fated war against the Greeks, where it is, as one would expect from Jaynes's paraphrase, different:
..."1 So do not plan to run the risk of any such danger when there is no need for it. Listen to me instead: for now dismiss this assembly; consider the matter by yourself and, whenever you so please, declare what seems best to you. 2 A well-laid plan is always to my mind most profitab
Here's the new thread for posting quotes, with the usual rules: