setup_anaconda_on_WSL

# be sure that you have the root previliges first

$ wget https://repo.continuum.io/archive/Anaconda3-5.3.0-Linux-x86_64.sh # or check the latest version there

# install
$ bash Anaconda3-5.3.0-Linux-x86_64.sh
# say 'yes' to the LAST question prompted while installation and close Ubuntu

# since you are root, go directly to your .bashrc file 
# (C:\Users\username\AppData\Local\Packages\CanonicalGroupLimited.UbuntuonWindows_79rhkp1fndgsc\LocalState\rootfs\root) 
# and add this line to the end of the file
export PATH=/root/anaconda3/bin:$PATH

# check status
$ which python
# should return the directory where python is installed: /root/anaconda3/bin/python


# open a jupyter notebook
$ jupyter notebook --no-browser # if you are still root add also: --allow-root
# copy and paste the address in your web browser and you are there running jupyter notebook on your WSL.