In normal select boxes, Page Up, Page Down, Home and End all work just fine. In the Chosen plugin they don't. On the Chosen page (http://harvesthq.github.io/chosen/), Page Up and Page Down work on the page, not on the select box. Home and End both select the first element (though Afghanistan, not United States; perhaps this is alphabetical?).
On the site we have integrated this (chosen.jquery.min.js v1.1.0) all four keys select the first element.
The prefered behaviour is to have these four keys work as in normal select boxes.