The four are said to have clashed with the police as they tried to disperse crowds lighting bonfires on the roads.
Of the four, three have been admitted to the Jaramogi Oginga Odinga hospital with gun shot wounds.
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One person was also shot in Migori as they boycotted the elections as instructed by their leader, Raila Odinga.
Inspector General of Police, Joseph Boinnet has denied reports that his officers have been using excessive force.
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