In most cases, the reason for ".DMG Corruption" error on Mac is because the downloaded dmg file is actually corrupt or had an error downloading. Please kindly try the following methods:
Firstly, try downloading the dmg again, and turning off any download assistant plug-ins you may have. You can try to download the file in a different browser as well.
Secondly, Reboot your Mac. Apparently, there is an issue sometimes after opening too many dmg files, that is fixed with a reboot.