You're on the right track. Since Python strings are immutable, you aren't able to change the characters in place, so the approach of spliting it into a list of characters, modifying the elements inside that list, and then re-joining it is correct. Your solution isn't working because x isn't a reference (or pointer) to the elements inside the list, but a copy of them. Thus, x = c2 (and not x == c2, as your example shows) only modifies the copy. You'll have to access the list by index, like so:

for ind in range(len(a)):
    if a[ind] == ca1:
         a[ind] = ca2

return "".join(a)

You can also use a list comprehension for maximum brevity, though it might be a little unreadable:

return "".join([(char if char != ca1 else ca2) for char in ch])

You can do the below, to replace any char with a respective char at a given index, if you wish not to use .replace()

word = 'python'
index = 4
char = 'i'

word = word[:index] + char + word[index + 1:]
print word

o/p: pythin

Strings are immutable, so if you don't want to convert to a mutable type, you'll have to create a new string. Here is an example function that does that:

def replace_(original_string, replace_string, index):
    return original_string[:index] + replace_string + original_string[index + len(replace_string):]

print(replace_("Hallo", "T", 0))
print(replace_("Hallo", "Te", 0))

This outputs:

Tallo
Tello

I'd like to note that I prefer the answers that convert to a list; this answer is only provided for a pure-string implementation.