I have a confusion in the parameter part. I know that the sum of n i.i.d Poisson variates is also a Poisson variate with parameter as the sum of individual parameters. For instance, if
$X_i$~$Poisson(\lambda_i) \Rightarrow \sum_1^nX_i$~$Poisson(\sum_1^n\lambda_i)$. And for a poisson distribution the mean and variance are equal. So for $\sum_1^nX_i$ we have mean = variance = $\sum_1^n\lambda_i$
Now if we take an example $X$~$Poisson(\lambda)$ then what is the distribution of $2X$. So, according to the above theorem we can say $2X$~$Poisson(\lambda+\lambda)$ $\Rightarrow 2X$~$Poisson(2\lambda)$ $\Rightarrow Mean(2X)=Var(2X)=2\lambda$
But if we proceed with the mean and variance formula directly we get
$Mean(2X)=2Mean(X)=2*\lambda =2\lambda$ (this step is fine)
$Var(2X)=2^2Var(X) =4Var(X)=4*\lambda=4\lambda$ (I have confusion in this step) Here the variance is not equal to mean. So how can the distribution be Poisson?