TYP: add RandomState alias

[erfannariman]

This is a follow up of #38594. When adding type hints to the sample method, I ran into some problems for random_state. The reason is that numpy < 1.17.0 does not have the random.Generator class implemented. I tried to solve this with checking the numpy version with:

if np_version_under1p17:
    RandomState = Union[int, ArrayLike, np.random.RandomState]
else:
    RandomState = Union[int, ArrayLike, np.random.Generator, np.random.RandomState]

But this resulted in:

Cannot assign multiple types to name "RandomState" without an explicit "Type[...]" annotation [misc]

To solve this issue we have to add typing for random_state.

[arw2019]

I'd change the title to TYP: add RandomState alias

(AFAIK enhancements are new feature implementations)