I have got my new iPhone currently with iOS 9.3.5 and another older iPhone with iOS 10.2. My goal is to get 10.2 on the new one (NOT 10.2.1!!). I tried a iTunes and iCloud backup but the version is still 9.3.5 :/
What can I do?
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First of all, iTunes backups don't contain firmware, so they can't upgrade or downgrade your device. They only contain data like messages, contacts and application documents.
You won't be able to install iOS 10.2, as it is no longer being "signed" by Apple. Only firmwares being signed by Apple can be installed on devices - as such, only iOS 10.2.1 can be installed. You can check which firmwares are currently being signed by Apple at https://api.ineal.me/tss/status.
Well, since iOS 10.2.1 is the current version, the only way to get around this would be to download the iOS 10.2 IPSW file directly. There are a number of locations online from where you can do this (here for example).
You just need to ensure you download the correct IPSW file for your model iPhone.
Broadly, the steps for doing this manually with an IPSW download are as follows:
iTunes should now update this particular phone to iOS 10.2.
I've just checked and Apple has in fact just recently stopped signing iOS 10.2. As a result, while the above steps provide the process for manually installing a version of iOS via a IPSW file, the window for doing this can be pretty short as all installations are verified by Apple's signing process. In this case, that window has closed.
As an aside, the iOS 10.2.1 update was only quite minor over version iOS 10.2, so perhaps you could ask another question relating to whatever the issue may be with iOS 10.2.1 that you're trying to avoid?