Hiya!
They are all synonyms so they have similar meanings, but I think their difference is in how the words are used in different contexts.
So if we make up a scenario, of someone named Jain, who is 24, getting chosen over Tammy who is 51 for the job of a care taker at a care home. The employers feel Tammy is too old and want someone young for the job.
The employers of the care home did not hire Tammy due to a personal *bias* that they had against her age.
Hiring Jain, instead of Tammy, was an act of *prejudice*.
The care home chose Jain over Tammy because of their *preconceptions* of age.
Hope these help!