Well, imagine if a util were like ten years of constant joy. In that case, I'd rather have n = 1. Similarly, if a util is like finding a penny, I really don't care what n is, but I may as well go with a pretty large one so that if I do "win", I actually notice it. I chose n = 10 because a 10% chance for 1024 slices of Wonder bread on an empty stomach sounds much better than a sure shot for one slice of Wonder bread when I'm hungry (I'd barely even notice that), and also much better than a tiny chance for some ridiculously high number of utilons (I almost certainly won't be able to enjoy it). n = 9 and n = 11 would also be okay choices; I didn't arrive at 10 analytically.