BUG: Calling sample() on an empty GroupbyDataFrame returns ValueError instead of an empty DF

[ntachukwu]

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Reproducible Example

import pandas as pd
empty_df = pd.DataFrame({'a': [], 'b': []})
empty_df.groupby('a').sample()

Issue Description

Calling sample() on an empty dataframe returns

---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
Input In [1], in <cell line: 3>()
      1 empty_df = pd.DataFrame({'a': [], 'b': []})
----> 2 empty_df.groupby('a').sample()

File ~.../pandas/core/groupby/groupby.py:4284, in sample(self, n, frac, replace, weights, random_state)
   4275         assert frac is not None
   4276         sample_size = round(frac * group_size)
   4278     grp_sample = sample.sample(
   4279         group_size,
   4280         size=sample_size,
   4281         replace=replace,
   4282         weights=None if weights is None else weights_arr[grp_indices],
   4283         random_state=random_state,
-> 4284     )
   4285     sampled_indices.append(grp_indices[grp_sample])
   4287 sampled_indices = np.concatenate(sampled_indices)

File <__array_function__ internals>:180, in concatenate(*args, **kwargs)

ValueError: need at least one array to concatenate

Expected Behavior

Should return an empty dataframe

Empty DataFrame
Columns: [a, b]
Index: []

Installed Versions

python : 3.9.10.final.0 python-bits : 64 OS : Darwin OS-release : 21.3.0 Version : Darwin Kernel Version 21.3.0: Wed Jan 5 21:37:58 PST 2022; root:xnu-8019.80.24~20/RELEASE_ARM64_T8101 machine : arm64 processor : arm byteorder : little LC_ALL : None LANG : None LOCALE : None.UTF-8

pandas : 1.5.0.dev0+1364.g201cbf6bc1.dirty
numpy : 1.22.3
pytz : 2022.1
dateutil : 2.8.2
setuptools : 60.9.3
pip : 22.1.1
Cython : 0.29.32
pytest : 7.1.2
hypothesis : 6.52.3
sphinx : None
blosc : None
feather : None
xlsxwriter : None
lxml.etree : 4.8.0
html5lib : None
pymysql : None
psycopg2 : None
jinja2 : 3.1.2
IPython : 8.3.0
pandas_datareader: 0.10.0
bs4 : 4.11.1
bottleneck : None
brotli : None
fastparquet : None
fsspec : None
gcsfs : None
matplotlib : 3.5.2
numba : None
numexpr : None
odfpy : None
openpyxl : None
pandas_gbq : None
pyarrow : None
pyreadstat : None
pyxlsb : None
s3fs : None
scipy : 1.8.1
snappy : None
sqlalchemy : None
tables : None
tabulate : None
xarray : None
xlrd : None
xlwt : None
zstandard : None
tzdata : None