Fix Dirichlet.arg_constraints event_dim (#51369)
Summary:
This fix ensures
```py
Dirichlet.arg_constraints["concentration"].event_dim == 1
```
which was missed in https://github.com/pytorch/pytorch/issues/50547
## Tested
- [x] added a regression test, covering all distributions
Pull Request resolved: https://github.com/pytorch/pytorch/pull/51369
Reviewed By: H-Huang
Differential Revision: D26160644
Pulled By: neerajprad
fbshipit-source-id: 1bb44c79480a1f0052b0ef9d4605e750ab07bea1
