Are my compact fluorescents supposed to make a buzzing noise?

Buzzing in CFL bulbs is common and is not dangerous. The buzzing is most likely caused by a hum in the ballast. The ballast functions as a resistor, regulating the flow of electricity in the CFL bulb and is located above the bulb’s base inside the ballast housing beneath the glass coil or envelope. Older CFL bulbs have magnetic ballasts, as opposed to newer electrical ballasts, and give off a louder buzz. In addition to a natural buzz, buzzing can occur due to a faulty connection between the ballast and the mounting plate at the top of the bulb’s base.