Kalu Ram (40), his wife Sita (36), daughter Pooja (16), and son Subhash (10) were hit by a moving train last night, police said.
They said that locals informed them of the incident and their bodies were shifted to a local hospital for post-mortem.
"A 12-bore rifle, 28 live cartridges and a motorcycle were recovered from the spot. It prima facie appears a case of suicide and the matter is being probed to ascertain further details," the police said.
The place of incident is nearly five kilometres from their house, the police said.
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