You can't change it once you have finalised the purchase. All you can do is contact the seller and ask them to do so. This carries a further risk for you, as many sellers will only send to the address on record in order to qualify for seller protection in case something goes wrong.
The other thing you can do is set up a short term mail redirection from the old address to the new one. It takes around 4 days to process, but you could take it for just a few days or weeks, depending on whether the seller is domestically registered or overseas.
You could also ask the seller to cancel the transaction in order for you to repurchase with the correct address. Again, it is up to the seller to approve or not.
