Etymology

if you torture the data long enough, it will confess to anything

Today it means: Statistics can be manipulated to support any conclusion. Full definition →

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The story

This phrase was coined by economist Ronald Coase. A closely related sentence had been published in Alfred Sauvy's book L'Opinion publique (The public opinion, éd. Presses universitaires de France, coll. « Que sais-je ? », 1961, p. 100): The figures are innocent people who, under solicitation, under torture, very quickly confess what is asked of them, even if it means retracting later. (Les chiffres sont des innocents qui, sous la sollicitation, sous la torture, avouent très vite ce qu'on leur demande, quitte à se rétracter plus tard.)

Etymology from Wiktionary, CC BY-SA 4.0.