Why do Hockey Goalies sometimes bang their sticks on the ice while the puck is on the other end of the rink?

No, they are not practicing how to to bang on the opponet's head--the answer is far more harmless.   In most sports, such as baseball, football and basketball, play is stopped when substitutions are made. But ice hockey allows unlimited substitution while the game is in progress, one of the features that makes hockey such a fast-paced game.
It is the goalie's job to be a dispatcher, announcing to his teammates when traffic patterns are changing on the ice. For example, a minor penalty involves the offender serving two minutes in the penalty box. Some goalies bang the ice to signal to teammates that they are at even strength.

But to many hockey officials, the banging is most commonly used by goalies whose teams are on a power play (a one-man advantage). The goalie will signal to his teammates on the ice that ther penalty is over and that they are no longer on the power play. Because the players are working hard and cannot see the scoreboard, the goalie is instructed by his coach to bang the stick on the ice to give them a signal they can hear.http://en.wikipedia.org/wiki/National_Hockey_League_rules