Why do light bulbs tend to break as you switch them on, instead of when they’re already switched on?

Question: Why do light bulbs tend to break as you switch them on, instead of when they're already switched on?
- Keywords:
  light,
  light bulb
Asked by joouth to Asif, Laura, Lena, Sean, Viv on 14 Mar 2012.
- Laura Waters answered on 14 Mar 2012:
  
  When you switch it on there is a surge in power which causes them to blow. In my house it sets off the whole fuse system for the house and so you can bet it will go late at night when I am on my own!
- Sean Murphy answered on 14 Mar 2012:
  
  Haha Laura, that would be scary.
  
  It turns out that the average light bulb is not designed to be turned on. It’s meant to already be on. The initial stress on a worn tungsten filament is far higher than the light bulb can handle. We should all use fluorescent bulbs, they use less power and last longer!

Question: Why do light bulbs tend to break as you switch them on, instead of when they're already switched on?