The bodies were recovered from a roadside near the PTC ground under the Gopalganj police station limits, City Superintendent of Police (CSP) Vikram Singh said.
"The bodies were spotted by some rag-picking children, who alerted the locals, after which the police were informed," he said.
A police team took the bag into its possession, which contained three bodies- that of a boy and two girls, the officer said, adding that the infants appear to be just a couple of days old.
Further investigations are underway, Singh said.
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