Edit in JSFiddle

$("#ejemplo").change(function(){
    Array.prototype.forEach.call($(".check"), function(checkbox){
        checkbox.checked = checkbox.name == $("#ejemplo").val() ? true : false;
    });
});

<select id = "ejemplo">
    <option>Seleccione un valor</option>
    <option value = "a">A</option>
    <option value = "b">B</option>
    <option value = "c">C</option>
</select>
A <input type = "checkbox" name = "a" class = "check" />
B <input type = "checkbox" name = "b" class = "check" />
C <input type = "checkbox" name = "c" class = "check" />