I've just done a wee test bracketing +/-2EV in jpg and comparing that to a single RAW exposure (all on Manual setting - 200ASA & Active D-lighting auto).
I notice that the +2EV jpg exposure shows considerably less noise in the (now lightened) shadow area compared to the RAW (14bits) exposure adjusted in ViewNX2 by +2eEV - when inspecting the image at 200%
I had thought that I would save space and processing by just taking one RAW shot (20Mb), compared to 5 jpg (5x6MB) ones (because we can only do a bracket in 1EV steps). The contrast of the RAW image is better however.
Quite a surprise - just thought I would share that and wait to be told I'm hoping for too much from a RAW image!