By Bruce Olson

ST. LOUIS (Reuters) -- A 25-year-old East St. Louis woman suspected of killing her two children was in jail on Thursday after slamming her car into two pedestrians near the Gateway Arch in downtown St. Louis, police said.

The woman, who was not immediately identified, was arrested as she sat on the ground near the Arch Wednesday night. She was holding a shotgun shortly before she was taken into custody.

Authorities said the woman was wanted in the shooting deaths of her two children across the Mississippi River in Illinois about five miles away from where she allegedly hit the pedestrians. The pedestrians -- a 42-year-old man and a 3-year-old boy -- were not seriously injured.

The bodies of the woman's 4-year-old girl and 5-year-old boy were found in the family's apartment earlier Wednesday, Illinois State Police Lieutenant James Morrisey said. The woman's 8-year-old son fled the apartment during the shootings and was unharmed, police said.

"It was a horrific scene inside that apartment," East St. Louis Police Captain Bobby Cole told reporters at the scene on a KTVI television broadcast.

Morrisey said the woman was "known" to East St. Louis police but gave no further details due to the pending charges.

The woman was held in the St. Louis municipal jail awaiting prosecutors decision on charges.

A reporter for KMOV-TV, Laura Bluedorn, who was near the scene of the traffic incident at the Arch said the pedestrians were visitors to St. Louis from Iowa. The reporter said she witnessed the boy hurled into the air after the East St. Louis woman hit him with her car.

(Editing by Jerry Norton)