Michelle Knight told cops Ariel Castro threatened to kill her if Amanda Berry's baby died

Updated at 11:03 a.m. ET

Michelle Knight, one of three women Ariel Castro is accused of holding captive for almost a decade in his Cleveland house, has told investigators that Castro forced her to deliver a baby born to one of the other women, and he warned her if the baby were to die, he would kill her.

New details on the women's harrowing ordeal were confirmed in a police report obtained Wednesday by CBS News, which corroborated information received earlier from a law enforcement source.

Knight told police, according to the report, that Castro impregnated her "at least 5 times," but that each time he would starve her and then punch her in the stomach to induce a miscarriage.

Six years ago, however, when Knight's fellow captive Amanda Berry had her daughter in the home, Knight and the third woman being held were forced to help with the delivery.

According to the police report, Knight said Castro threatened to kill her if Berry's baby died. Knight told police the newborn girl stopped breathing at one point, so she "breathed for her," giving mouth-to-mouth resuscitation to keep her alive.

Berry told police that the girl - who was also rescued with the women earlier this week - is Castro's daughter.

According to the police report, Berry told investigators that Castro would sometimes leave the house with their daughter and that the girl was never told the other women's real names in case she were to repeat them in public and raise suspicion.

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Gina DeJesus, the third woman held at the home, told police she was raped by Castro but doesn't believe she ever became pregnant.

Knight, 32, DeJesus, 23, Berry, 27, and the now-6-year-old girl were rescued from Castro's house on Monday after Berry escaped with the help of a neighbor and called 911.

Berry was able to escape, according to the police report and the law enforcement source, because Castro forgot to lock the main front door in his haste to get something to eat. Instead, he locked only a screen door. He was arrested at a nearby McDonald's.

Berry and DeJesus returned to their homes Wednesday for the first time since Castro alleged offered them rides and kidnapped them. Berry told police that none of the women had received any medical treatment during their captivity.

Knight remained hospitalized Thursday morning.

Castro, 52, appeared in a Cleveland courtroom Thursday where a judge ordered him held on $8 million bond. He's been charged with four counts of kidnapping and three counts of rape.

His brothers, Onil, 50, and Pedro, 54, were also arrested Monday but Cleveland City Prosecutor Victor Perez has said there was no evidence to charge them with a crime.

According to a law enforcement source, Castro allegedly confessed years ago in writing to taking the three women and said that he was abused as a child and raped by an uncle, CBS News senior investigative producer Pat Milton reports.

Castro apparently contemplated committing suicide in the lengthy, handwritten note discovered in his house.

According to the source, Castro wrote about his whole life, saying that he was abused by his parents as a child and that he was raped by an uncle.

Castro also provided details about taking each of his alleged victims, who went missing in their teens and early 20s. The note was discovered by FBI agents searching his house this week.

Investigators inferred from the 2004-dated note that Castro was going to commit suicide. He asked in the note that all of his money be provided to each of his victims.