The future of data analysis. Annals of Mathematical Statistics 33 (1), (1962), page 13.
Variant: "An approximate answer to the right question is worth a great deal more than a precise answer to the wrong question." "as the renowned statistician John Tukey once reportedly said," according to Super Freakonomics page 224.
“I wish that objections to questions as leading, might be a little better considered before they are made. It is necessary, to a certain extent, to lead the mind of the witness to the subject of inquiry. If questions are asked, to which the answer "Yes" or "No" would be conclusive, they would certainly be objectionable, but in general no objections are more frivolous than those which are made to questions as leading ones.”
Nicholls v. Dowding and another (1815), 1 Stark. 81.
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Edward Law, 1st Baron Ellenborough 21
Lord Chief Justice of England 1750–1818Related quotes
“One question always leads to another question. Some things are better to wonder about.”
Source: Black Blood

“How, then, shall I respond to him who asks, “What was God doing before he made heaven and earth?” I do not answer, as a certain one is reported to have done facetiously (shrugging off the force of the question). “He was preparing hell,” he said, “for those who pry too deep.” It is one thing to see the answer; it is another to laugh at the questioner--and for myself I do not answer these things thus. More willingly would I have answered, “I do not know what I do not know,” than cause one who asked a deep question to be ridiculed--and by such tactics gain praise for a worthless answer.”
Ecce respondeo dicenti, 'quid faciebat deus antequam faceret caelum et terram?' respondeo non illud quod quidam respondisse perhibetur, ioculariter eludens quaestionis violentiam: 'alta,' inquit, 'scrutantibus gehennas parabat.' aliud est videre, aliud ridere: haec non respondeo. libentius enim responderim, 'nescio quod nescio' quam illud unde inridetur qui alta interrogavit et laudatur qui falsa respondit.
Ecce respondeo dicenti, 'quid faciebat deus antequam faceret caelum et terram?' respondeo non illud quod quidam respondisse perhibetur, ioculariter eludens quaestionis violentiam: 'alta,' inquit, 'scrutantibus gehennas parabat.'
aliud est videre, aliud ridere: haec non respondeo. libentius enim responderim, 'nescio quod nescio' quam illud unde inridetur qui alta interrogavit et laudatur qui falsa respondit.
Book XI, Chapter XII; translation by E.B. Pusey
Confessions (c. 397)

“Suppose no one asked a question, what would be the answer.”
"Near East or Chicago A Description"
Useful Knowledge (1928)