In a multisensory task, human adults integrate information from different sensory modalities -behaviorally in an optimal Bayesian fashion- while children mostly rely on a single sensor modality for decision making. The reason behind this change of behavior over age and the process behind learning the required statistics for optimal integration are still unclear and have not been justified by the conventional Bayesian modeling. We propose an interactive multisensory learning framework without making any prior assumptions about the sensory models. In this framework, learning in every modality and in their joint space is done in parallel using a single-step reinforcement learning method. A simple statistical test on confidence intervals on the mean of reward distributions is used to select the most informative source of information among the individual modalities and the joint space. Analyses of the method and the simulation results on a multimodal localization task show that the learning system autonomously starts with sensory selection and gradually switches to sensory integration. This is because, relying more on modalities -i.e. selection- at early learning steps (childhood) is more rewarding than favoring decisions learned in the joint space since, smaller state-space in modalities results in faster learning in every individual modality. In contrast, after gaining sufficient experiences (adulthood), the quality of learning in the joint space matures while learning in modalities suffers from insufficient accuracy due to perceptual aliasing. It results in tighter confidence interval for the joint space and consequently causes a smooth shift from selection to integration. It suggests that sensory selection and integration are emergent behavior and both are outputs of a single reward maximization process; i.e. the transition is not a preprogrammed phenomenon.