This is off the top of my head. A bandit is a person who robs people. A highwayman is a bandit. A burglar is a thief that enters people's houses (usually when they are not at home) with the purpose of taking their valuables. A gangster is a member of a gang, specifically, an organization engaged in criminal activity.
There are, in AHD*, two definitions for rascal, thus:
1.One that is playfully mischievous.
2. An unscrupulous, dishonest person; a scoundrel.
As you can see, the first definition of rascal doesn't really fit with the other words. The second definition is, generally speaking, a person who engages in shady dealings.
Unfortunately enough, there is someone alike right in my dorm.
She has stolen 200-300 yuan on average from our pocket.
We don't know how to deal with her, though it is highly that she will do exatly the same thing.
If you can give me some advice on such an issue, I will be thankful.
Be back on the discussion, what do you call such a person?
Of couse, a thief, what else?
Some use the term sneak thief to describe somebody who goes into somebody's room to take things, presumably when the room is otherwise unoccupied (when nobody's there).
It would be hard for me to give advice on the matter without knowing more details about the situation. (Presumably, there is a reason you haven't confronted her about it.) In any case, you should be prepared for the consequences of whatever action you might take. It is probably better to take action sooner rather than later. Are there locks on the doors to the individual rooms? (I suppose you could report her anonymously.)