Many companies have call centres which have what is called predictive dailling. This means that they have an automatic dialling machine which works through a list of numbers and dials them. When you answer the call, the machine then looks to see if a call centre agent is free to speak to you. This means there may be a delay in getting the call you have anserwered connected to an agent. As a result, you here silence.
My advice is just put the phone down. You can, as a previous answerer said, contact the Telephone Protection Service (TPS) and have your number listed as one to which telesales calls are prevented. Any company who then contact you will be liable to a fine. However, it is not totally effective as the law does allow companies who have dealt with you in the past to call you through such methods.
I hope this explains it.