There are many kinds of 慳電膽 but that term usually refers to Compact Fluorescent Lamp (CFL) as oppose to the newer LEDs. Now here's the "shocking" fact: 慳電膽 is just 光管 bent into a more compact size
慳電膽: http://en.wikipedia.org/wiki/Compact_fluorescent_lamp
光管: http://en.wikipedia.org/wiki/Fluorescent_lamp