[General Question?] LED light bulb

I bought a LED light bulb, unfamous brand because of the low price. But I found that there is no transformer in it. The 220VAC direct connect to a full bridge, then to some RC filter and then direct to the LEDs. I don't know if this is a safe design. However, I found that even some famous brand such as Philips or Panasonic, their LED light bulbs are of the same size as mine, which I think is too small to house a transformer. Should I continue to use it?

some of this light tend to over heat and burst depending on the use for them I have them on leaving room lamps with out any problems...for the past 6 years...............they last a long time ....

Thanks for the reply. I'll give it a try and see what happen.

ok no problem...........