There are three kinds of lies...
This quotation is often attributed to Benjamin Disraeli, the 19th century British Prime Minister. The source for this view is the autobiography of Mark Twain, where he makes that attribution. Nevertheless, no version of this quotation has been found in any of Disraeli's published works or letters. An early reference to the expression, which may explain Twain's assertion is found in a speech made by Leonard H. Courtney, (1832-1918), later Lord Courtney, in New York in 1895:
'After all, facts are facts, and although we may quote one to another with a chuckle the words of the Wise Statesman, "Lies - damn lies - and statistics," still there are some easy figures the simplest must understand, and the astutest cannot wriggle out of.
There's no indication that by 'Wise Statesman' Courtney was referring to any specific person, although it may be that Twain thought that he meant Disraeli.
The earliest citation that I know of of the current usage of the phrase, that is, "there are three kinds of falsehoods, lies, damned lies and statistics" is from Arthur James Balfour, 1st Earl of Balfour, as quoted in the Manchester Guardian, 29th June 1892:
“Professor [Joseph] Munro reminded him of an old saying which he rather reluctantly proposed, in that company, to repeat. It was to the effect that there were three gradations of inveracity - there were lies, there were d-d lies, and there were statistics."
It is quite possible that earlier examples may be found in print. There are certainly numerous earlier examples that approximate to the phrase - "a fib, a lie and statistics" (1891), "simple liars, damned liars and experts" (1885) etc. There are several other examples from the 1880s and 1890s of different wordings of what is the same thought, that is, the distrust of misleadingly interpreted statistical data.
In 1885, Leonard Huxley, published The Life and Letters of Thomas Henry Huxley, a memoir of his distinguished zoologist father. Included in this is T. H. Huxley's account of a meeting of the X Club, which was a gathering of eminent thinkers who aimed to advance the cause of science, especially Darwinism:
"Talked politics, scandal, and the three classes of witnesses - liars, d-d liars, and experts.”
The same idea was also current in the USA around the same date. The New Albany Daily Ledger printed this opinion in July1887:
The total value of the entire agricultural crop for 1886 is given at $219,531... There is nothing lies like statistics.
As more printed material from the late 19th century becomes digitally available I've little doubt that the dates above will be pushed backwards. As things stand, the earliest example of the phrase comes from Balfour in 1892.