There are several steps.

1. Rename the list itself. Go into /usr/share/mailman/lists and 'mv old-list new-list'.

2. Rename the archives. Go into /usr/share/mailman/archives, into public and private, and 'mv old-list new-list' and 'mv old-list.mbox new-list.mbox'.

3. Go into the list administrator and change the name. The URL is http://domain/mailman/admin/new-list

4. Go into the /etc/aliases file, and change all the aliases to conform to the new names. Then, run the 'newaliases' script to rebuild the aliases database file.

5. Optionally, you can now test this address by turning the mail off for everyone but yourself. Realistically, you'll test it by sending emails to the list, and keeping your fingers crossed.