Police suspect it to be a case of suicide as a purported note to this effect was recovered from the residence in Uttam Nagar.
The deceased have been identified as Rajender Saxena, his wife Anita and their two children, Sayyam (10) and Dipu (8).
The incident came to light when neighbours found smoke coming out of their house at around 5.30 a.M.
"It appears that Saxena killed his wife, children and put kerosene on their bodies and on himself and burnt everyone," a senior police official said.
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