Horror is the subject of which gives watchers the repulsive and horrible acts in an attempt to give the audience members nightmares and give other senses of what fear is as their goal is to give you a psychological trauma which will make you think twice of situations given.
Examples: Friday the 13th series is mostly a "Horror" movie due to the concept of having gore and overall repulsive kills and the fact Jason Voorhees is mostly statistically proven to produce fear into your brain rather than the suspense.
Thriller is created to hold your sense of adventure and suspense where its about the killer chasing and giving you the sweat making and jump scaring type ordeal as its not mostly gore or giving the repulsive side more of the "Heart racing" method.
Examples: Halloween series is a suspense and adventure type movie where a Michael Myers pops in and out of different scenes to introduce the heart racing and jump scaring methods which has been statistically proven successful because the gore is not the main subject of the franchise but the act of being chased and scared half to death is.
The difference between movies like Friday the 13th and Halloween is the way its represented because Friday the 13th is majority known for its brutal gore where Halloween is known for its adventure and its suspend rather than the concept of gore even tho there is killings. Movies like Psycho is thriller where movies like Jeepers Creepers is more categorized as a horror movie because of its extreme gore scenes and its repulsive factors same for movies like Childs Play or Nightmare on Elms Street.