In the binary classification framework, a closed form expression of the cross-validation Leave-p-Out (LpO) risk estimator for the k Nearest Neighbor algorithm (kNN) is derived. It is first used to study the LpO risk minimization strategy for choosing k in the passive learning setting. The impact of p on the choice of k and the LpO estimation of the risk are inferred. In the active learning setting, a procedure is proposed that selects new examples using a LpO committee of kNN classifiers. The influence of p on the choice of new examples and the tuning of k at each step is investigated. The behavior of k chosen by LpO is shown to be different from what is observed in passive learning.