Officials at the scene said it was unclear if the shooting was a suicide. A suspicious package was found near the body of the agent and a partial evacuation of the building was ordered.
``At this point it is very difficult to determine if (the wound) is self-inflicted, an accidental shooting or if someone else is involved,'' police Sgt. Raul Luna said.
A gun was found but it was not known if it belonged to the agent, a man described as being in his early 40s. His name was not released.
Police sources said heavy security at the courthouse -- including metal detectors -- would make it difficult for someone to bring in a weapon on his or her own.
Earlier on Wednesday, a gunman shot five people, killing one, in a bloody melee near Pittsburgh and took several others hostage before surrendering to authorities.
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