Fix LDS, improve test

[lostella]

Description of changes:

• The test for LDS was @skip'ed (!!!), now it's enabled
• By doing that I realized that the sample method of LDS was broken (the case where num_samples=None was not handled correctly), now the shaping problems are fixed
• The batch_shape/event_shape were also set wrong, now they are fixed and a docstring somewhat related to this has been updated
• Assertions in the test for LDS where improved/added

By submitting this pull request, I confirm that you can use, modify, copy, and redistribute this contribution, under the terms of your choice.

[szha]

Job PR-65/2 is complete.
Docs are uploaded to http://gluon-ts-staging.s3-accelerate.dualstack.amazonaws.com/PR-65/2/index.html

[alexw91]

Codecov Report

Merging #65 into master will increase coverage by 1.26%.
The diff coverage is 100%.

@@            Coverage Diff             @@
##           master      #65      +/-   ##
==========================================
+ Coverage   77.85%   79.11%   +1.26%     
==========================================
  Files         108      108              
  Lines        6199     6200       +1     
==========================================
+ Hits         4826     4905      +79     
+ Misses       1373     1295      -78

Impacted Files	Coverage Δ
src/gluonts/distribution/lds.py	88.28% <100%> (+68.28%)	⬆️
src/gluonts/support/util.py	73.68% <0%> (+3.15%)	⬆️