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Hinds County Sheriff Tyree Jones said in a tweet that several people were shot during the Mudbugs Festival at the state fairgrounds. Police said they believe the incident involved multiple shooters.
The shooting took place shortly after 10 p.m. local time.
Jones said the scene has been secured and that two people have been taken in for questioning.
Several shooting victims have been transported to local hospitals, but their conditions are unclear.
The incident is under investigation and was being treated as an active shooter situation.