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Formal (neutral formal, there are MANY types of formal but this is the most common):
- Wakarimasen. (more like "I don't understand", when you SHOULD know something or feel sorry you don't know. )
- Shirimasen. (Literally "I don't know)
Casual (careful with this):
- Wakaranai (Same as above)
- Shiranai (Same as above)