The incident took place yesterday night at a rented house in Indira Nagar locality under the jurisdiction of Vikramganj police station, a police officer said.
Lalit Singh, a native of neighbouring Bhojpur district, shot his daughters Tanu Kumari (12) and Tanya Kumari (14), Vikramganj police station in-charge Akram Ansari said.
The children died on the spot, he said.
Lalit Singh also attacked his wife Gudiya Devi with a sharp object and injured her seriously, he said.
The injured woman was admitted to a private clinic in critical condition, he said.
He mentioned in the note that he had taken such an action since he was buried under debts, Ansari said.
We have started an investigation into the matter, the police officer said.
Efforts are on to locate and nab the assailant, he said.
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