VirusTotal detects threats in Python Anaconda Build 3.6 - is it Reliable?
Only 3 of 62 antivirus products detect this binary as malicious. And the MD5 and SHA-256 of the binary match the officially published hashes. This suggests that these antivirus reports are false positives.
As an addition to the other answer(s), the scanners only detect malicious software based on generics, this means this is no known malware, but the file is suspicious because of having special engines etc.,since malware can also use things used in such installers to modify your system. However, this doesn't have to be something negative, because you need to modify the system to install anaconda. Normally, files only detected by a handful of scanners and detected only with generics should be safe.