If you follow the given steps you will be able to solve this issue:
Step 1: Right-click on the 'Measure Names' which is present in Dimension panel.
Step 2: Then select 'Aliases....'
Step 3: A small edit box appears with all the members having aliases.
Step 4: Edit/update alias for each member, as preferred.
Step 5: Then press OK to save the changes.
I am attaching below some screenshots for your reference.