Fix Dirichlet.arg_constraints event_dim

[fritzo]

This fix ensures

Dirichlet.arg_constraints["concentration"].event_dim == 1

which was missed in #50547

Tested

• added a regression test, covering all distributions

[facebook-github-bot]

💊 CI failures summary and remediations

As of commit 6d15dd3 (more details on the Dr. CI page):

---

• 1/1 failures possibly* introduced in this PR
  • 1/1 non-CircleCI failure(s)

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[facebook-github-bot]

@neerajprad has imported this pull request. If you are a Facebook employee, you can view this diff on Phabricator.

[codecov]

Codecov Report

Merging #51369 (6d15dd3) into master (dbfaf96) will decrease coverage by 0.00%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##           master   #51369      +/-   ##
==========================================
- Coverage   80.86%   80.85%   -0.01%     
==========================================
  Files        1938     1938              
  Lines      211184   211184              
==========================================
- Hits       170767   170763       -4     
- Misses      40417    40421       +4     

[facebook-github-bot]

@neerajprad merged this pull request in 6465793.