Actually, the phrase was first said by
Benjamin Disraeli, possibly
to Mark Twain. The attribution of the phrase to Twain is a common example of misinformation
readily available on the
internet.
It is true that Twain had a rather skeptical opinion of statistics, as evidenced by other quotes attributed to him (at least on the internet): "Most people use statistics the way a drunk uses a lamp post: more for support than illumination." And, ironically, "Get your facts first, and then you can distort them as much as you please."