DOC: fix SA01,ES01 for pandas.errors.PossibleDataLossError (#60403)

Author: tuhinsharma121

ci/code_checks.sh

@@ -117,7 +117,6 @@ if [[ -z "$CHECK" || "$CHECK" == "docstrings" ]]; then
         -i "pandas.errors.NumbaUtilError SA01" \
         -i "pandas.errors.OutOfBoundsTimedelta SA01" \
         -i "pandas.errors.PerformanceWarning SA01" \
-        -i "pandas.errors.PossibleDataLossError SA01" \
         -i "pandas.errors.UndefinedVariableError PR01,SA01" \
         -i "pandas.errors.ValueLabelTypeMismatch SA01" \
         -i "pandas.infer_freq SA01" \

pandas/errors/__init__.py

@@ -638,6 +638,15 @@ class PossibleDataLossError(Exception):
     """
     Exception raised when trying to open a HDFStore file when already opened.
 
+    This error is triggered when there is a potential risk of data loss due to
+    conflicting operations on an HDFStore file. It serves to prevent unintended
+    overwrites or data corruption by enforcing exclusive access to the file.
+
+    See Also
+    --------
+    HDFStore : Dict-like IO interface for storing pandas objects in PyTables.
+    HDFStore.open : Open an HDFStore file in the specified mode.
+
     Examples
     --------
     >>> store = pd.HDFStore("my-store", "a")  # doctest: +SKIP