The incident took place as a television set exploded due to discharge of high voltage power while the family members were watching some programme, Superintendent of Police (SP) Anil Kumar said.
A 25 year-old woman Rajkumari Devi and her daughter Sita Kumari (6) died on the spot after hit by flying objects from the television set, while her son Sonu Kumar sustained burn injuries and was referred to a hospital at Gorakhpur, he said.