With method 'Create a Temporary Local Repository' described in
Creating and Using a Parcel Repository for Cloudera Manager,
we can copy anaconda parcel files to cdh manager host,
and install anaconda to all the nodes in spark cluster.
Then run python scripts with
PYSPARK_PYTHON=/opt/cloudera/parcels/Anaconda/bin/python spark-submit pyspark_script.py
according to Using the Anaconda parcel.
Install Anaconda with Local Parcel
Download 3 files: Anaconda-4.1.1-el6.parcel, Anaconda-4.1.1-el6.parcel.sha and manifest.json from Anaconda CDH Parcel Repo according to Using the Anaconda parcel to local disk, copy them to cdh manager.