Judge Lefkow came home from work to find the bodies
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US police are investigating whether a man who killed himself in Wisconsin was linked to the shooting of a federal judge's husband and mother in Chicago.
A letter found in Bart Ross's vehicle in West Allis city points to a potential connection, police said.
Judge Joan Lefkow found the bodies in the basement of her home last week.
Last year, white supremacist leader Matthew Hale was convicted of trying to have Mrs Lefkow killed after she ruled against him in a previous case.
Matthew Hale, who is awaiting sentencing, has denied any part in the murders.
'Vital information'
Bart Ross who shot himself in Wisconsin had been stopped by police over a minor traffic violation.
He is said to have shot himself as officers approached the car.
Chicago police superintendent Phil Cline said there was "plenty of information out there pointing to this individual as the offender".
White supremacist Matt Hale denies any involvement
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He said this included a suicide note found in his van as well as DNA samples and shell casings which were the same as those that killed Judge Lefkow's family members on 28 February.
The note suggested Ross had been at the judge's home on the day of the murders.
But Mr Cline said the note alone "is not definitive evidence that we have our offender" and the investigation into the deaths was to continue.
According to the Chicago Tribune newspaper, the man's suicide note appeared to admit to the murders.
In it, he allegedly detailed his unsuccessful efforts to secure compensation related to his cancer treatment which had been turned down by Judge Lefkow, the newspaper reported.
Separately, Chicago's WMAQ-TV said it had received a letter - apparently from Ross - in which the electrician described how he had entered the judge's home in order to kill her, but had been discovered by her husband and shot him and his mother-in-law instead.
"Judge Lefkow was No 1 to kill because she finished me off and deprived me to live my life through outrageous abuse of judicial power," the TV station quoted the letter as saying.
"Judge Lefkow, to her neighbors, is a church going 'angel'. To me, Judge Lefkow is a Nazi-style criminal and terrorist."