You are very close to getting the syntax correct. However, if you look at the Tree Structure of the output from the Tab Box() you are creating, you will see that for each tab within the Tab Box() there is a Tab Page Box(). It is within that object that you send the message to change the Title
Here
I suggest that you read up on Tree Structures in the Scripting Guide
Help==>Books==>Scripting Guide
Here is a sample script
names default to here(1);
dt=open("$SAMPLE_DATA/big class.jmp");
summarize(dt,losscode=by(:sex));
nw=new window("Window", tb=tab box());
For( i = 1, i <= N Items( losscode ), i++,
TB << Add(
losscode[i],
ob1 = Outline Box( "Pareto Chart",
dt << Control Chart Builder(
Show Capability( 0 ),
Variables( Subgroup( :weight ), Y( :height ) ),
Chart( Position( 1 ), Limits( Sigma ) ),
Chart( Position( 2 ), Limits( Sigma ) ),
Where( :sex == losscode[i] )
)
)
)
);
tb[tabpagebox(1)]<<title("Female");
tb[tabpagebox(2)]<<title("Male");
Jim