add test for "Allow definition of `pd.CategoricalDtype` with a specific `categories.dtype`"
- [x] closes #32096 
- [x] tests added / passed

Hello @rushabh-v! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:





There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2020-02-20 09:05:02 UTC @TomAugspurger I have added the test. Where should I add the documentation? Probably in the CategoricalDtype docstring in `dtypes/dtypes.py`. Add a sentence to the `categories` parameter noting that the categories are stored in an Index, and that if an index is provided the `dtype` from it will be used. Then in the `Examples` section a sentence saying an empty categorical with a specific dtype can be created by providing an empty index, and then show the example. can you take a look, please?  @TomAugspurger It’ll be a couple weeks for me. 

> On Feb 20, 2020, at 04:12, Rushabh Vasani <notifications@github.com> wrote:
> 
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> can you take a look @TomAugspurger please?
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 Thanks @rushabh-v!