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The mishap took place as the distribution wire got snapped from an electric transformer and fell on the iron gate of their house at Sabarpada of Kumnelsingha village in the early hours, Bargarh Superintendent of Police Kabita Jalan said.
The family members who were asleep came to know about the incident due to sparking and some of them escaped through the back door, she said.
However, those who tried to move out using the front gate got electrocuted as the live wire had fallen on the iron structure, the SP said.
Five persons sustained serious burn injuries, he said.
The deceased were identified as Manju Bhoi (34), her son Banamali (14) and nephews Sahadeb Bhoi (9) and Arjun Bhoi (12), they said.
The injured persons have been admitted to a hospital at Burla.