1. A television broadcast receiver with caption display capability, comprising: a caption decoder for decoding caption data contained in a television broadcast signal; an on-screen display circuit for superimposing the caption data extracted by the caption decoder as caption on a video image of a television program, and for outputting the video image with the superimposed caption to a monitor, and further for outputting, to the monitor, parameter setting images to be used for changing setting of a caption output format with multiple parameters; an operation unit to be operated by a user for changing the setting of the caption output format; and a setting change unit for allowing the user to select an option, using the operation unit, from multiple options included in each parameter in the caption output format so as to change the caption output format from an output format designated by a broadcast station to an output format which the user desires, wherein each parameter setting image includes an image of option combinations, each of which is a combination of two options of two of the parameters, respectively, in which the option combinations are formed as cells in a matrix between the options of one of the two parameters and the options of the other parameter, and wherein for changing the setting of the caption output format, the setting change unit controls the on-screen display circuit to output each parameter setting image to the monitor, so as to accept input of an option combination selected by the user, and change the setting of the caption output format on the basis of the option combination selected by the user.