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Thank you for your question. Although, it is possible that the new lamp is defective, there can be other faults. Was the lamp replaced with an original Mitsubishi lamp?
The next step is to reseat th lamp securely and determine that the lamp cover is flush and secure. The lamp cover pushes against a door switch, and it must be active for the set to come on.
If it still won't come on, then a service person can verify if the ballast is supplying power to the lamp. With a new lamp installed, the voltage output of a weak ballast will not be enough to keep the lamp lit or start up.
If you prefer that someone else do this for you, please goto to TVRepairman.com, and enter your zip code to search for a qualified service center.
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