Have you ever thought about why birds are able to sit on very high voltage power lines and not be even shocked?
The only time you will even be shocked, let alone electrocuted, is if any pary of your body is touching the earth or something that ultimately touches the earth.
In other words, if you had the ability to fly and you decided to touch the third rail or even a power line while the rest of you body was suspended in mid air, theoretically you should feel nothing.
The girls leg came in contact with the third rail but the rest of her body was touching the earth. Electrons will do anything to find their way to the earth. Electric rail gives off a positive voltage and electrons want to make their way to the earth (negative). If you are not touching the earth in anyway, the electrons won't pass through you as there is no way to get to a negative source.
This is true for most of the time unless there is other factors present, such as bad weather which can act as an invisible line that establishes a connection between you and the earth and therefore you will be electrocuted.
I can't explain the actual science of it very well, but you can do a google on this.
This is something very interesting that very few people know about. Here's a star.