DOC: updated categorical docstring
- [ ] closes #xxxx
- [ ] tests added / passed *(tests failed even on master)*
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

I think `api.types.CategoricalDtype` in *see also* section of [pandas.Categorical](https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.Categorical.html) documentation which does not have any link, is better to point to [pandas.CategoricalDtype](https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.CategoricalDtype.html?highlight=categoricaldtype) for better understanding of this type. So I made this change and created a pr.

<img width="960" alt="chrome_2019-10-18_14-22-01" src="https://user-images.githubusercontent.com/7765309/67089231-0746d280-f1b4-11e9-9bba-c88ccfd7fa93.png">

hmm the link doesn't work in *either* location. ``pd.api.type.CategoricalDtype`` might be needed here That's strange. When I build documentation with `python make.py html` command, it has the link. but when I build them with `python make.py --single pandas.Categorical` command, it does not have a link. There is a bug in `--single` switch? if you only build a single page links are not built by definition as you don’t have anything to link

all build should show the link
 Oh, I see. So the link works with the change I made earlier.
![image](https://user-images.githubusercontent.com/7765309/67134074-f1b9c300-f21c-11e9-9841-bd8dfd734374.png)
 great thanks @javad94  @jreback Your welcome. Thanks to you too.