I believe the quotation must derive from "On The Decay of the Art of Lying,"
from The Stolen White Elephant.

There is also the following similar quotation:

There is a prejudice against the spoken lie, but none against any other, and
by examination and mathematical computation I find that the proportion of
the spoken lie to the other varieties is 1 to 22,894. Therefore the spoken
lie is of no consequence, and it is not worth while to go around fussing
about it and trying to make believe that it is an important matter. The
silent colossal National Lie that is the support and confederate of all the
tyrannies and shams and inequalities and unfairnesses that afflict the
peoples - that is the one to throw bricks and sermons at.

- "My First Lie and How I Got Out of It"

Harold K. Bush, Jr.
Saint Louis University