The first part is I need to add new class name for active select box in stylesheet.
We need to add following coding after this "activeBtnClass: "ui-btn-active","
Final part is we need to change existing coding in line 3491.
button.addClass( $.mobile.activeBtnClass );
<!--- change to this one --->
button.addClass( $.mobile.activeSelectClass );
Now what my boss told me to do is 100% working.