It's better not to go investigating "bumps in the night" if you think there actually may be a BG there.
[1] You arm yourself. You investigate as best you can from a place of safety in house with your family. You wait and quietly listen. Does the sound repeat? Can you begin to identify it? Can you positively identify it as something innocuous? If the sound is clearly from outside, you look out nearby windows.
[2] If you can't identify the sound and believe there is a danger, you assure that your family and any known visitors are all together and with you in a place of safety. You call the police. You maintain telephone contact with the police. And you wait.
[3] You do not go anywhere to investigate, because --
(a) If you go looking, and there is indeed a BG there, you will be at an extreme tactical disadvantage. You can easily be ambushed or flanked. You may also have given a BG access to family members to use as hostages. Or there maybe more than one BG, one of whom can get to your family while you're occupied with the other one.
(b) When (whether you called them or they were called by a neighbor who may have also seen or heard something) the police respond, they don't know who you are. You are just someone with a weapon.
And here is an example of what can happen if you go investigating:
http://cbs11tv.com/local/watauga.sta....2.851147.html. The BG was outnumbered. The BG brought a knife to a gunfight. The BG was on unfamiliar territory. But the BG also had a significant tactical advantage and won the fight.
Massad Ayoob tells a story about the National Tactical Invitational, an annual competition in which some 130 of the top shooters and firearm trainers participate by invitation only. One of the events is a force-on-force exercise using simunitions in which the competitor must clear a house against a single "BG." According to Mas during the first six years of the NTI, one, and only one, competitor got through one of those six NTIs without being judged killed, and he was head of NASA security firearms training at the time. And one, and only one, made it through the seventh year. The tactical advantage of the ensconced adversary is just too great. And remember, these competitors were highly skilled, highly trained fighters.