Please list all the categories of the Yelp_Business in Arizona.
categories refers to category_name; in Arizona refers to state = 'AZ'
SELECT T1.category_name FROM Categories AS T1 INNER JOIN Business_Categories AS T2 ON T1.category_id = T2.category_id INNER JOIN Business AS T3 ON T2.business_id = T3.business_id WHERE T3.state LIKE 'AZ' GROUP BY T1.category_name