NEW YORK (Reuters) - An Iranian rock musician who had been kicked out of his band in New York shot dead three people, including two members of an indie band who had fled Tehran, and wounded a fourth man before killing himself in Brooklyn, authorities said on Monday.

Two of the victims, Soroush Farazmand, 27, and Arash Farazmand, 28, were brothers who had performed as the Yellow Dogs in Tehran in defiance of the authorities in the Islamic republic before fleeing to the United States in 2010 and winning political asylum, according to Ali Salehezadeh, their manager and roommate.

Their bodies were found early on Monday in the house they shared in the scruffy, semi-industrial neighborhood of East Williamsburg in Brooklyn, in the heartland of a music scene they revered and had once tried to emulate in Iran.

Ali Eskandarian, 35, a friend who this year toured with the band as a guest vocalist, was killed as well. All three had gunshot wounds to the head or chest.

The body of the suspected killer, Ali Akbar Mohammadi Rafie, 29, was found on the roof of the building with a self-inflicted gunshot wound to the head and a rifle next to his body, police said.

The Yellow Dogs, who cited the Talking Heads and Joy Division as influences, were a pioneering part of an underground independent rock scene in Tehran, and their struggles with the authorities' disapproval was featured in a 2009 documentary, No One Knows About Persian Cats.

Rafie was an Iranian musician who police and others say was kicked out of his band, the Free Keys, about a year ago. He knew the Yellow Dogs from Tehran, but the men had had a falling out, according to Salehezadeh.

"When he was kicked out of his own band, we pretty much cut all relations with him, we weren't really friends with him," Salehezadeh, who has been traveling inBrazil, said in a telephone interview on his way to the airport. He said he was struggling to come up with a possible motive for the killings.

"I don't know if he came to get them or to get all of us or to get revenge because one of the members of Free Keys lives with us as well," he said.

Sasan Sadeghpour, 22, an Iranian expatriate who also lives in the house with his brother, was shot twice in the arm but survived and has since been released from the hospital, police and Salehezadeh said.

Also caught up in the incident was Rafie's former Free Keys band mate. The band mate, who was not identified, scuffled with Rafie, knocking the clip from his gun, and was able to escape, police said.

The other members of the Yellow Dogs, Siavash Karampour and Koory Mirz, also live at the house, but were out working at bar jobs at the time of the shooting, Salehezadeh said.

The Farazmand brothers came to the United States in 2010 on artist visas and applied for political asylum, Salehezadeh said. Soroush was a guitarist and Arash a drummer.

It was only a few months ago that the last of the four members had his asylum request approved, meaning the band were free to travel outside the United States. They had been planning to accept invitations to play in Europe, and to reunite with family members in Turkey, whom they had not seen since they left Iran.

"They were a dirty little punk band coming from Iran, and they were turning heads, they were getting tighter," Salehezadeh said of their time in Brooklyn. "The guys always said, If we're gonna make it, we have to make it in New York," he added, his voice trembling with emotion.

"Even though we've got a lot of attention before from being from Iran, we want the music to speak for itself. But now we've got this. We didn't get a chance."

"This wasn't supposed to happen," he said.