sudo apt-get install texlive sudo apt-get install xzdec
The second line solves the problem when using tlmgr.
Some people suggest not to use apt-get and instead use a third-party PPA. However, my experience is that it would cause future dependency problem of packages that lead to unsolvable message when performing apt-get upgrade: "packages have been kept back...". Therefore, I will keep using the default PPAs if possible.
Reference