ImportError: No module named Cython.Distutils

For python3 use

sudo apt-get install cython3

For python2 use

sudo apt-get install cython

Details can be read at this

Your sudo is not getting the right python. This is a known behaviour of sudo in Ubuntu. See this question for more info. You need to make sure that sudo calls the right python, either by using the full path:

sudo /usr/local/epd/bin/python setup.py install

or by doing the following (in bash):

alias sudo='sudo env PATH=$PATH'
sudo python setup.py install

Install Cython:

pip install cython