BUG: conversion of Series to Categorical
Patch to bug fix #16524
@jreback this fixes the issue, could you review the PR and let me know if am doing it wrong. # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16557?src=pr&el=h1) Report
> Merging [#16557](https://codecov.io/gh/pandas-dev/pandas/pull/16557?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/10c17d4896799cf1e8f313025d1071e5abbb65f9?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/16557/graphs/tree.svg?src=pr&width=650&token=eZ4WkYLtcO&height=150)](https://codecov.io/gh/pandas-dev/pandas/pull/16557?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #16557   +/-   ##
=======================================
  Coverage   90.96%   90.96%           
=======================================
  Files         161      161           
  Lines       49263    49263           
=======================================
  Hits        44810    44810           
  Misses       4453     4453
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `88.71% <ø> (ø)` | :arrow_up: |
| #single | `40.22% <ø> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/16557?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/internals.py](https://codecov.io/gh/pandas-dev/pandas/pull/16557?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW50ZXJuYWxzLnB5) | `93.43% <ø> (ø)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16557?src=pr&el=continue).
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> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16557?src=pr&el=footer). Last update [10c17d4...795575a](https://codecov.io/gh/pandas-dev/pandas/pull/16557?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 pls add tests. in fact you want to write the tests first to make sure that they fail, then your fix makes it pass. also add a whatsnew entry (0.20.2) is fine. @TomAugspurger  I have made the changes according to your comments, the build is failing for some reason, can you retrigger the travis build please?  could you retrigger circleci build as well please. Thank you. @jreback @TomAugspurger Could you review the PR please, Thank you. @TomAugspurger @jreback I have made the changes according to your comments. @jreback hey I have made changes according to your previous comments, could you review the changes once. Thank You.  @preddy5 I rebased and moved the release note to 0.20.3 (releasing in a couple weeks).

I'll let Jeff comment on the changes, but I think we're good. @preddy5 Thanks!