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Several websites claim that filtering cheap vodka makes it taste more premium:

Although these sites make a lot of claims, the evidence seems to be lacking or otherwise less than rigorous (e.g. unblinded, etc.)

Does filtering cheap Vodka improve its taste?

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    Given the subjective nature of the question, the only reasonable approach is to make your own judgment. – Larry OBrien Nov 4 '13 at 5:29
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    @LarryOBrien I disagree. This seems like a perfect study to conduct on a college campus. Have three vodkas: cheap, cheap+filtered, expensive and have students rank each. It would be quite easy to make the study double blind as well. – Gamma Function Nov 4 '13 at 5:34
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Taste is extremely subjective so one persons idea of a good vodka might not be the same as another persons; however, in the United States, vodka is legally defined as,

Neutral spirits distilled or treated after distillation with charcoal or other materials so as to be without distinctive character, aroma, taste or color

This gives us a fairly unique bar since it shouldn't taste like much of anything if the product is being sold as vodka. Some manufactures of vodka will filter it (one, two, three) using activated charcoal and industry grade products are sold for this purpose. Activated charcoal is what BRITA filters contain so from that standpoint the claim is plausible and in fact the examiner.com explained how charcoal filtering is used in industry,

Industry grade charcoal filter for vodka

How is it done? It’s quite a simple process really. The picture accompanying this article shows a charcoal filtration cylinder used at the Great Lakes Distillery in Milwaukee, Wisconsin, to make Rehorst Vodka. They pack the cylinder with fresh granular charcoal then drip the vodka through the cylinder.

The result is a cleaner, smoother tasting vodka with a more pleasant aroma, and not incidentally a drink with fewer traces of heavy alcohols that might contribute to that queasy feeling the next day.

Many vodka producers claim a certain number of passes through the charcoal filtering cylinder on their labels. Great Lakes Distillery doesn’t do that; their philosophy is to filter it as many times as necessary to make the vodka just the way the master distiller thinks it should be.

When does the charcoal get refreshed? When the master distiller thinks it is time to do so; that varies from distiller to distiller.

With regards to taste, MythBusters has conducted a double-blind taste test with three testers to include Anthony Dias Blue as expert and found that subjectively the filtered vodka did taste progressively better; however,

They analyzed the vodka samples and found that there was no difference in chemical composition between the filtered vodka and the unfiltered vodka. You're better off buying the top-shelf stuff than wasting a bunch of water filters.

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    The MythBusters result never sat well with me. The chemical comparison is meant to be the end-all be-all? So is Anthony's perfect ordering to be a coincidence and his advice discarded?? Yes/no I don't care but they should have been clear on this, or tested more, or gone with "plausible" -- any of those would have been fine. Unless they called it "busted" because they were specifically testing the myth of it being as good as "top shelf"... that may have been it. – Christopher Galpin Mar 2 '14 at 9:50
  • I'd have like to have seen an Anthony vs. chemical composition test showdown. Ending with an implied "well our expert may have got it perfect but our test says that can't be... sooo instead of verifying with more research... test wins!" was quite lame. Edited for time perhaps? Given their usual thoroughness. – Christopher Galpin Mar 2 '14 at 10:09
  • @ChristopherGalpin I suspect that the trace contaminates are what makes a difference in taste but only Anthony was able to do the correct ordering and he might just be able to taste them better. For everyone else, the order was off which to me implies that the taste is subjective to an untrained palette. But then again, I'm not a vodka drinker. – rjzii Mar 2 '14 at 15:43
  • I've similarly heard rumors that all vodka starts the same, nearly pure alcohol, and it's then diluted and contaminated to produce different brands and qualities. Counterpoint: webcache.googleusercontent.com/… – Sean Duggan Aug 25 '14 at 13:05

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