كتاب الإيمان
1  
The Book of Faith
(21)
Chapter: People excel over one another in faith, and the superiority of the people of Yemen in faith
(21)
باب تَفَاضُلِ أَهْلِ الإِيمَانِ فِيهِ وَرُجْحَانِ أَهْلِ الْيَمَنِ فِيهِ ‏
Sahih Muslim 52 g

The same hadith has been narrated by Zuhri with the same chain of authorities with the addition:

The belief is among the Yemenites, the sagacity is that of the Yemenites.
وَحَدَّثَنَا عَبْدُ اللَّهِ بْنُ عَبْدِ الرَّحْمَنِ الدَّارِمِيُّ، أَخْبَرَنَا أَبُو الْيَمَانِ، أَخْبَرَنَا شُعَيْبٌ، عَنِ الزُّهْرِيِّ، بِهَذَا الإِسْنَادِ مِثْلَهُ وَزَادَ ‏ "‏ الإِيمَانُ يَمَانٍ وَالْحِكْمَةُ يَمَانِيَةٌ ‏"‏ ‏.‏
Reference : Sahih Muslim 52g
In-book reference : Book 1, Hadith 95
USC-MSA web (English) reference : Book 1, Hadith 90
  (deprecated numbering scheme)