Aws Lambda: Python function with Pandas dependency

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How to deploy to python function which has the dependency on external libraries?
For example, I am trying to deploy to a data-analysis python function. When I try to test the python function from the lambda console, I get:
Unable to import module 'lambda_function': No module named pandas

I am totally new to Aws Lambda

Is there a linux box on which Lambda functions run where I can install these libraries?

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