typo fixup (#38374)

Author: jbrockmendel

doc/source/whatsnew/v1.2.0.rst

@@ -850,7 +850,7 @@ Other
 - Bug in :meth:`Index.difference` failing to set the correct name on the returned :class:`Index` in some corner cases (:issue:`38268`)
 - Bug in :meth:`Index.union` behaving differently depending on whether operand is an :class:`Index` or other list-like (:issue:`36384`)
 - Bug in :meth:`Index.intersection` with non-matching numeric dtypes casting to ``object`` dtype instead of minimal common dtype (:issue:`38122`)
-- Bug in :meth:`IntervalIndex.intersection` returning an incorrectly-typed :class:`Index` when empty (:issue:`38282`)
+- Bug in :meth:`IntervalIndex.union` returning an incorrectly-typed :class:`Index` when empty (:issue:`38282`)
 - Passing an array with 2 or more dimensions to the :class:`Series` constructor now raises the more specific ``ValueError`` rather than a bare ``Exception`` (:issue:`35744`)
 - Bug in ``dir`` where ``dir(obj)`` wouldn't show attributes defined on the instance for pandas objects (:issue:`37173`)
 - Bug in :meth:`Index.drop` raising ``InvalidIndexError`` when index has duplicates (:issue:`38051`)