Kentucky State Police are investigating a shooting in Western Kentucky, that may be connected to a murder in Lexington.

A woman who once took out an emergency protective order against a man who ran for governor, was shot Friday morning outside her townhome on W. Short Street near downtown Lexington.

The coroner has identified the victim as 29-year-old Amanda Ross.

She was the ex-fiancee of Steve Nunn, who ran for Kentucky governor in 2003.

Ross took out an EPO against Nunn earlier this year and shortly after that, he resigned from a post in the Beshear administration.

Police want to question Nunn about the murder.

Hours after Ross' death, Nunn was found in a cemetery near Horse Cave in Hart County, where his parents are buried. Authorities say he was crouched behind a tombstone with a hangun, and his wrists were slit. They say he fired a shot towards himself but missed. He was then taken into custody.

Nunn is in fair condition at a Bowling Green hospital.

Nunn has not been charged in connection with Ross' murder. He has been charged with 6 counts of 1st degree Wanton Endangerment for the incident at the cemetery.

Ross' family released this statement in reaction to her death:

'While words are not easy to come by right now, we want to thank our community of Lexington and all our dear friends for all of the thoughts, prayers, and notes of sympathy we have received in this difficult and trying time. With Amanda’s tragic and untimely death, we have lost a beloved daughter, sister, and friend to many. The memories of our time with her is what we will hold on to, as well as knowing that she is now with her late, adored father.

Amanda was always loved by all around her; while growing up at Sayre, as a scholar at Boston University, and as the beautiful young professional in Lexington.

Words cannot express the sorrow and emptiness that we all feel. We hope that this travesty will demonstrate that domestic violence can happen to anyone at anytime. And, as a family, we plan to fight for those victims, like Amanda, that cannot fight for themselves.

Again, we appreciate all the calls, notes, and e-mails we have received. We take solace knowing that Amanda hears them as well.'