Kenyan police now say they believe a bomb, not an electrical fault, caused Monday's blast in central Nairobi, wounding 33 people.

Police Commissioner Matthew Iteere initially said an electrical malfunction was the probable cause.

But the Kenya Power electric company calls that impossible. Also, at least two witnesses told the Associated Press that a bearded man left a bag at a market stall before disappearing.

Kenyan Prime Minister Raila Odinga says the explosion was an act of terrorism. Mr. Odinga said Kenya is under threat but will “not be cowed.”

The Islamist extremist group al-Shabab, which has been fighting to set up a strict Islamic state in neighboring Somalia, has threatened attacks in Kenya. Kenyan authorities blame the militants for a series of earlier grenade attacks.

Kenya sent troops into Somalia last October to fight al-Shabab, which it blames for a series of cross-border kidnappings.