The incident took place yesterday evening in Rasoolpur village in the Sadarpur area in this district, they said.
The deceased have been identified as Ramashankar (10), Aman (8), Vandana (7) and Gauri (7).
The bodies of deceased have been sent for post-mortem, they said.
Get the latest election news, live updates and election schedule for Lok Sabha Elections 2019 on ndtv.com/elections. Like us on Facebook or follow us on Twitter and Instagram for updates from each of the 543 parliamentary seats for the 2019 Indian general elections.