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first it all began somewhere in 400,000 BC where a lighting bolt hit a tree and thus a fire had started and that how most likely Homo erectus found fire. from there it moved on to torches, then from from torches it went to candles.
http://www.historyoflighting.net/ -
The first thought to be candle was made in china 200 BC with whale fat with rice paper wick. although it is also thought the first candle was made with a material that is not flammable like shells and hollowed out rocks with a combustible material and then added animal fat to light the candle.over the course of time people used better materials to make the candle last longer. http://www.historyoflighting.net/
http://www.ies.org/lighting/history/ -
The oil Lamps did not really change from the candle. But the oil lamp invented by Aimé Argand, a Swiss physicist and chemist. He greatly improved oil lamp efficiency and performance with improved oils and the use of glass chimneys to draft the flame. http://www.ies.org/lighting/history/timeline-of-lighting.cfm
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Gas lighting was being experiment in the 1700s but the first one to really take off was one made by William Murdoch from Scotland which the first gaslight burners were nothing more than narrow apertures at the at the ends of pipes. it is said that he is one of the first people to produce a functioning gas lighting http://www.ies.org/lighting/history/timeline-of-lighting.cfm
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The first electric lamp was the CARBON-ARC LAMP, demonstrated in 1801 by Sir Humphrey Davy, an English chemist.
in 1854 Heinrich Göbel, Germany, invented an incandescent lamp by passing an electric current through a carbonized bamboo filament that was placed inside of a glass bulb. http://www.ies.org/lighting/history/timeline-of-lighting.cfm
http://energy.gov/articles/history-light-bulb