You may have also heard the phrase "the placebo effect." This refers to the idea that if a person is given something -- a drug or other treatment -- that he thinks will help him, his symptoms may improve. This effect is well-known and accounted for when a new drug is being tested. This is why sometimes people in a clinical trial experience improvement in their disease symptoms, even if they are not given the real drug.
Placebo ethics are often under debate. However, in clinical trials, all the participants are aware that they might be given a placebo.
Sources:
Crohn's and Colitis Foundation of America. "The Placebo Effect: What's Your Gut Feeling?" CCFA.org 8 Jun 2006. 28 Feb 2008.
U.S. Food and Drug Administration. "Clinical Trials." Office of Women's Health 2005 Aug. 28 Feb 2008.

