Convert Uncompressed AVI to JPEG2000 in MXF
The JPEG 2000 codec in FFMPEG is still experimental. To use it you would have to compile FFMPEG by yourself with a special option enabled.

But you could use OpenDCP, which has it's documentation here. It needs TIFF images and WAV files as input, that you can produce with FFMPEG. The resulting MXF can be tested with the easyDCP player. 

OpenDCP is available on all mayor platforms, but the easyDCP player only on Windows/Mac. But perhaps this is still an option for you, since you only need to run the easyDCP player once (on a friend's PC), just to be sure that the OpenDCP output is "according to the standard".