That isn't a joke. That is criminal assault causing bodily harm. Call the police and tell them what happened. Your sister should have no loyalty to this piece of garbage as he is an "ex" and she isn't married to him. And those burns will be perfect evidence. And yes, he can go to jail for this and he should. What will his next "joke" be...strangling your sister? If she doesn't have the guts to do it, you call the police for her!
Good luck!