This is missing, it can be a huge headache for someone to figure out what needs to be installed:
I am talking about this https://docs.unrealengine.com/latest/INT/Platforms/Android/GettingStarted/1/index.html,
specifically “If you already have the Android SDK installed, but your environment variables have been lost, you can skip all of this and simply point the editor to the install locations using the Edit Menu -> Project Settings -> Android SDK properties in the Editor.”.
If you have the android SDK with eclipse/android studio (IntelliJ) already installed (like I do, for example), docs instruct you to just set up variables inside unreal: skd-ndk-ant-jdk-etc. Docs need to include that you must also manually (not from SDK Manager - you cant do that from there) download the ANT and NDK manually (if you have the SDK installed already).
NDK homepage: Android NDK | Android Developers
ANT homepage: http://ant.apache.org/
This made me lose ~2hours trying to figure what to do.