The police suspect it to be a case of suicide.
Inspector Jitendra Patel of Shahpura police station said the deceased were identified as Sarju Bai Meena and her daughters Sushma (18) and Sapna (16).
Initial investigation suggested that they committed suicide by jumping in front of a train sometime between 1.30 am and 7 am today due to poverty and family strife, the police officer said.
Sarju Bai and her daughters lived in a slum close to the spot where they allegedly committed suicide. Further probe is on.