It is either corrupted, can happen during the downloading, or there is an option to not allow the installation of apps that aren't downloaded through the Mac App Store. That option, I think, is in the security section of System Preferences. Not sure where it is as I haven't used a Mac in almost 2 years.
Go to Finder > Type Disk Utility > Preferences and simply un check the box that says "Verify Checksums" . Close Disk Utility.
If does'nt work go back and make sure to recheck the option "Verify Checksum"
It is a Failed download because of a connection problem
Try re-downloading it
Thank you to those who took the time to help.
Something happened to the downloaded file - twice. Perhaps it was an unreliable internet connection. The third time was the charm and all is fine now.