Thank you: the problem was the effective_cache_size (which I hadn't
changed from the default of 1000). This machine doesn't have loads of
RAM, but I knocked it up to 65536 and now the query uses the index,
without having to change the statistics.

Considering recent discussion about how 8.2 is probably noticeably more
sensitive to effective_cache_size than prior releases, I wonder whether
it's not time to adopt a larger default value for that setting.  The
current default of 1000 pages (8Mb) seems really pretty silly for modern
machines; we could certainly set it to 10 times that without problems,
and maybe much more.  Thoughts?

I think that 128 megs is probably a reasonable starting point. I know plenty of people that run postgresql on 512 megs of ram. If you take into account shared buffers and work mem, that seems like a reasonable starting point.

Joshua D. Drake

                        regards, tom lane

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