I was told in CCDW class (KY):
Do any thing you can to get away from it. If you can't and you honestly believe your life is in danger, pull the gun, aim, say "stop or I'll shoot", they don't stop then you shoot them. Unless of course it is happening too fast to give a verbal warning.
Do not shoot a warning shoot. NEVER shoot a gun into the air, extremely dangerous thing to do.
I am grateful never to have been anywhere near a situation that dire. I honestly believe that although I might hesitate for myself, if my wife or daughter was the intended prey, I would not hesitate to be brutal. No fooling around, you're dead.
Thanks for the information.