Look I think ROC curves have been invented long time before you born and there is a lot of guys who know a lot of statistics and how to avoid biases when doing double blind tests. But you can do the experiment you want, I can demonstrate to you very easily, provided you're not totally deaf, that there is differences with parts. And the way you design your circuit still have big consequences on the final sound.
So when you refer to the hi end audio industry being built on the placebo effect I assume you are still mostly referring to CD players. There is no way I'm believing that all recievers (for example) are equal. There's no way I'm believing that a HTIB (even if you put good speakers on it) will sound just as good as a high dollar receiver or even a mid-dollar receiver.
The best thing to do is listen for yourself, and do what makes you happy. I've had a similar experience to yours, i.e., I listened to a few players very carefully and found a noticeable difference between some (although I was using good quality headphones and a high-end headphone amp, which may make it easier to discern certain differences). The notion that all of the players sounded exactly the same is ludicrous to me based on what I heard. But you really have to make your own judgment, based on what you heard and at the same time being open to what the data or science purports to show. Good luck!
For example jitter means nothing for them, any CD spinner is the same for them, any crappy AVR is great, every POS that Walmart puts on shelf (designed primarily to be cheap) sounds the same like one that was designed specifically for audio quality... because they refuse to listen. They switch furiously between two sources at 1 second intervals and when that craziness overloads their brains, finally they have their response - everything sounds the same!
Edited by SoNic67 - 12/22/13 at 4:18pm