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2 boys, grandmother found dead in car in Conn.; went missing after picked up from daycare

This photo released by the Connecticut State Police during an Amber Alert Tuesday, Feb. 26, 2013, shows Alton Dennison, 6, left, and Ashton Denison, 2 months old, right, who were taken from their daycare by their grandmother Tuesday afternoon. State police said the bodies of Ashton and Alton Perry and their grandmother, Debra Denison, 47, were found Tuesday night in Preston, Conn. (AP Photo/Connecticut State Police)

This photo released by the Connecticut State Police during an Amber Alert Tuesday, Feb. 26, 2013, shows Alton Dennison, 6, left, and Ashton Denison, 2 months old, right, who were taken from their daycare by their grandmother Tuesday afternoon. State police said the bodies of Ashton and Alton Perry and their grandmother, Debra Denison, 47, were found Tuesday night in Preston, Conn. (AP Photo/Connecticut State Police)  (The Associated Press)

Connecticut state police are calling the shooting deaths of a woman and her two young grandchildren a double murder-suicide and say she had permission to pick them up from their daycare.

State police spokesman Lt. J. Paul Vance says 47-year-old Debra Denison was armed when she left her Stonington home to pick up the children from their daycare in North Stonington Tuesday afternoon.

State police issued an Amber Alert Tuesday evening for Denison, 2-year-old Alton Perry and his 6-month-old brother, Ashton. The three bodies were found in a parked car in nearby Preston Tuesday night.

State police believe Denison shot the kids and herself. The chief medical examiner's office will be performing autopsies.

Denison's family said she suffered from bipolar disorder and had a history of mental health problems.