You mean in chinese language or in english language ?
If in english then yell ,shout, scream could be synonyms with slight differences :
TO SCREAM is to utter a loud piercing cry ,it is mostly longer in time span and its reason could be pain or something frightening ,its degree of tension and upset is higher than when shouting or yelling .( doesn't necessarily has to do with a gender difference ,boys or girls ).It could also mean to laugh loudly or hysterically !
TO SHOUT , is a sudden loud outburst ,abrupt and shorter in time and its reason will derive more of a negative or positive emotion be it triumph or anger .
TO YELL ,is to cry out loudly or scream ,
It could be also a rhythmic cheer given in unison by school students or children .