You must tell the compiler where to look for these files. Try using:
arm-linux-androideabi-gcc --sysroot=/opt/android/android-ndk-r9c/platforms/android-19/arch-arm -o test test.c
where 19 is the level of the Android API you want to use. You can find more information about docs / STANDALONE-TOOLCHAIN.html in the ndk directory.
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