New Delhi, Oct 5 (IANS): A "superstitious" woman set afire her two daughters before setting herself on fire in an attempt at exorcism, police said Tuesday. All the three succumbed to their injuries.

Romila, who lived with her husband Dinesh Kumar and her two daughters -- Jaya, 5, and Geeta 3 -- at Jahangirpuri in north Delhi, waited till her husband left for work Monday morning before she locked herself and her daughters in a room, poured kerosene oil on all of them and lit a fire.

Spotting smoke and flames coming out of the house, a neighbour informed the Police Control Room.

Meanwhile, other neighbours rescued the victims and took them to Babu Jag Jivan Ram hospital.

While Romila and her younger daughter succumbed to their injuries in the same hospital, Geeta who had suffered 80 percent burn injuries, was shifted to Lok Nayak Jai Prakash Hospital. She succumbed during treatment early Tuesday.

Police have termed it a case of mass suicide and therefore no case was registered in connection with the incident.

"It has been learnt that for past a couple of days, Romila used to talk about supernatural phenomenon with her neighbours. It a clear case of suicide and that is why no case has been registered," said a senior police officer.