A bathroom adjacent to or directly connected to a master bedroom in a private home is generally called a master bathroom, unless it is shared by other bedrooms or is the only bathroom in the home.
An en-suite bathroom attached to two bedrooms is sometimes referred to as a "Jack and Jill bathroom". A shared bathroom is a bathroom outside of any bedroom that is shared between guests staying in two or more separate bedrooms. Although the word bathroom may be used, this can refer to a room with a shower rather than a bath.