I have downloaded the package and I've clicked the "Install Splunk" icon. The "Verifying" window is open and the progress bar appears, but hasn't moved for over ten minutes.
Anyone have a clue?
I also experienced this in El Capitan (11.x).
I'm not sure the background / root cause of the issue but try this suggestion, which worked for me.
I had this issue too, got lucky and a simple reboot and re-try of the installer got it going.
I too am experiencing this with OS X 10.11.5 and Splunk 6.4.2, I tried to remove a previous Splunk version before installing this version.