Hi
Depends, if you are using PEAPv0 - this is Microsofts version of PEAP with MSCHAP inside. I would have thought this should support mschap password change.
PEAPv1 is basically clear text inside SSL and I know this doesnt support password change.
EAP-FAST probably doesnt allow password change either.
So PEAPv0 with MSFT supplicant is your best bet.
Darran