You may want to try the download again...maybe something got corrupted on the initial download.
Delete the existing iOS update under Settings/General/Usage/Storage/Manage Sorage. A list of installed apps will be displayed (it may take a few seconds to fully populate the list). Find the iOS update app in the list (the iOS update app is large so it should be at the top of the list since the apps are listed by size, largest at the top). Tap on the iOS update app, then tap on the red "Delete App" button. After it's been deleted, try to download it again under Settings/General/Software Update.
If you have the same problem after re-downloading, try the update via iTunes using your syncing PC/Mac. If you do this, be sure and delete the iOS update app from the device as directed above before updating via iTunes.
See the following page for full info (scroll down about half-way for the iTunes update procedure) on updating iOS:
Update the iOS software on your iPhone, iPad, and iPod touch - Apple Support