How do I check if no option is selected in a selectbox using jQuery?

I am trying to see if an option was selected in a selectbox and if not, I want it to alert a string. I was referring to this link(Check if option is selected with jQuery, if not select a default), but its not working.

Here's my code:

<select id="language" name="language">
  <option value=""></option>
  <option value="1">One</option>
  <option value="2">Two</option>
  <option value="3">Three</option>
</select>

if(!$("#language option:selected").length) {
  alert('no option is selected');
}

I pretty much copied the linked answer, but it's still not working. What am I missing?