* Ministry says group opened fire while trying to flee
* Radical group identifies man behind Dec. 24 bombing
* Says he was wounded during pro-Mursi protests in Cairo (Adds Interior Ministry statement, details of militant video)
CAIRO, April 11 (Reuters) - Two members of the Muslim Brotherhood were killed in an exchange of gunfire with security forces in the Nile Delta north of Cairo on Friday, the Interior Ministry said.
They were part of a group that had opened fire on police while trying to flee after they were spotted attempting to set alight a checkpoint near the city of al-Mahalla al-Kubra. Three others were arrested, the ministry said in a statement.
Attacks on the security forces have become commonplace since the army deposed Mohamed Mursi of the Muslim Brotherhood last July following mass protests against his rule. The state has declared the Brotherhood a terrorist group. The group's leaders say it remains committed to peaceful activism.
On Thursday, a radical Islamist group, Ansar Bayt al-Maqdis, released a video identifying the bomber behind a Dec. 24 suicide attack on a Nile Delta police compound as someone who was shot while protesting in Cairo last year against Mursi's overthrow.
It is the first time the group has identified one of its bombers as someone who took part in those Brotherhood-led protests.
Ansar Bayt al-Maqdis, or supporters of Jerusalem, has claimed responsibility for some of the most devastating attacks since last year. The United States this week designated it as a terrorist organisation.
Former army chief Abdel Fattah al-Sisi, who unseated Mursi last year, listed the fight against militants as one of his priorities when he announced his candidacy for a presidential election that he is expected to win easily next month.
The Ansar Bayt al-Maqdis video shows two men, their heads covered with scarves, wiring together what appear to be barrels of explosives.
The bomber, a young men with a tightly cropped beard named as Abu Maryam Imam Marai, says members of the security forces who kill Muslims should be killed.
"The path to establishing religion is not by preaching alone, as people claim, but by preaching and jihad," he says. At least 16 people were killed in the Dec. 24 attack.
The security forces killed hundreds of Mursi supporters in the weeks after his removal from power, culminating in the violent dispersal of two pro-Mursi sit-ins in Cairo on Aug. 14.
The government said last month that nearly 500 people, the bulk of them soldiers and policemen, had been killed in what it described as a campaign of terrorism since last June. (Writing by Tom Perry; Editing by Alison Williams)