How to change my number on an iphone 4 manually?

I have an iphone 4 that I bought 2nd hand and when I put a SIM card in it automatically just connected to the phone number of the previous owner.
I already have a phone number I want to use so is there away to just change the phone number without having to call the phone company about it?
also I went into settings> phone and changed the number there but then when I went into the top of my contacts where it says "my number" it was still the old number.

If you really need to you have to restore your iPhone to your computer.

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