Cannot install: bad interpreter: /usr/bin/python2.7: file oder directory not found

When I try to install this by following the **Method 3: Standalone installer** guide I get the following error:

```
bad interpreter: /usr/bin/python2.7: file oder directory not found
```
I have python installed, I doublechecked:
```
python2.7 --version    # => 2.7.18
```