So, free space and pax package are not the reason for above error.
I tried the installation on RHEL 7.2, I got installation passed through, but I can not start it -- only Eclipse, no COBOL components loaded. I tweaked it for a few of days to make it working.
Now I tried the installation on RHEL 7.1, Then I got above error.
It has never been an easy process for me. I guess it will be the same for every newbie.