Hi sathya2496,
Check this example. Now please take its reference and correct your code.
HTML
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<title></title>
<script type="text/javascript" src="https://ajax.googleapis.com/ajax/libs/jquery/1.8.3/jquery.min.js"></script>
<script type="text/javascript">
$(function () {
$('#btnChage').on('click', function () {
$('#tblCustomers tr').eq(0).find('th').eq(1).html('Contact Name');
});
});
</script>
</head>
<body>
<table id="tblCustomers" border="1" cellpadding="1" cellspacing="0">
<tr>
<th>Id</th>
<th>Name</th>
<th>Country</th>
</tr>
<tr>
<td>1</td>
<td>John Hammond</td>
<td>United States</td>
</tr>
<tr>
<td>2</td>
<td>Mudassar Khan</td>
<td>India</td>
</tr>
<tr>
<td>3</td>
<td>Suzanne Mathews</td>
<td>France</td>
</tr>
<tr>
<td>4</td>
<td>Robert Schidner</td>
<td>Russia</td>
</tr>
</table><br />
<input id="btnChage" type="button" value="Change Header Text" />
</body>
</html>
Demo