MEXICO CITY (Reuters) - A Mexican marine was arrested on Sunday on suspicion of shooting dead two of his comrades and a woman at a military installation in the north of the country, the Navy said.

       The two marines and the woman, a civilian, were shot during the early hours of Sunday morning at a naval station in Mulege, a coastal town on the Sea of Cortes in the state of Baja California Sur, the Navy said in a statement.

       The Navy did not explain what had prompted the attack and said the matter was under investigation. The statement did not name the suspect, give his rank or identify the victims.

       (Reporting by Dave Graham; Editing by Lisa Shumaker)