HEBRON, Occupied West Bank -- Violence shouldered aside celebrations on the West Bank yesterday as two Israelis and a Palestinian were killed in separate shootings.

The fatalities came after Monday night's incident in Hebron, in which settlers and soldiers fired on rock-throwing Palestinians, wounding 18.

"The settlers and the Islamicists both will enjoy this. Neither will give peace a chance," lamented Hebron resident Nabil Abu-Znaid as he watched his city once again shut down by curfew and patrolled by Israeli foot soldiers.

The violence cut short the upbeat mood in the Palestinian territories as Israel finished withdrawing troops from Jericho and Arab areas of the Gaza Strip. A ceremony marking the withdrawal was scheduled for today.

Even as police and troops raced from one incident to another, other developments came at a rapid pace:

* A recording of a speech purportedly by Yasser Arafat, chairman of the Palestine Liberation Organization, created an uproar when the speaker called for a holy war to gain Muslim possession of Jerusalem.

"It is not their capital. It is our capital," he asserted.

* Secretary of State Warren M. Christopher visited Jericho in a trip intended to convey symbolic support for the new Palestinian autonomy in that area.

* Also in Jericho, Jewish settlers returned to an ancient synagogue site armed with automatic weapons, defying a vow by the new Palestinian police to block their entry if they were armed.

* Israel turned over civil authority in the Gaza Strip to Palestinians, putting them officially in charge of schools, hospitals and municipal affairs. The last troops were expected to pull back to Jewish enclaves in the Gaza Strip early this morning.

The ambush on the Israelis near a Jewish settlement south of Hebron was the first fatal attack since the Israeli withdrawal began in earnest from the Gaza Strip last week.

Palestinians passed their car and opened fire yesterday morning, killing a 36-year old man and a 48-year-old woman, and seriously injuring her 21-year-old daughter.

Hamas, a radical Islamic fundamentalist group, claimed responsibility.

Several hours later, a 23-year-old Palestinian man was shot in the head in Nablus, north of Jerusalem, by an Israeli civilian. As is frequently the case, accounts of the incident varied sharply.

An Israeli army statement said that a guard for a telephone utility truck was surrounded by Palestinians who threw stones at the truck. "One of the Arabs tried to snatch the weapon" from the guard, who opened fire, the statement said.

Israel Radio said that the Israeli was released after questioning.

Reuters news service reported that a Reuters Television crew filmed a passenger in the Israeli truck firing into the air, then aiming and firing at unarmed Palestinians on the street after the stones werethrown.

The visit to Jericho by Mr. Christopher, in the midst of a Middle East tour to try to encourage Israeli-Syrian negotiations, was intended "to make clear to our Palestinian friends that they are not alone in this endeavor," the secretary said.

"A great deal rides on how this is worked out," Mr. Christopher said. "We all have a great stake in the success."

More news came from comments attributed to Mr. Arafat, in which he supposedly called on Muslims to undertake a "jihad," or holy war," to liberate Jerusalem.

Jerusalem "is not the permanent state of Israel. No, it is a permanent state of Palestine," he said on a tape recording said to be of a speech made at a mosque in Johannesburg, South Africa, on May 10.

The speech was closed to the news media, but members of the South African Jewish community offered a recording of the speech, in which Mr. Arafat is speaking in English. The recording was played by Israel Radio and Television yesterday.

"Our main battle is Jerusalem, Jerusalem, the first shrine of the Muslims," he said on the recording. "You have to come and to fight and tostart the jihad to liberate Jerusalem."

Both Jews and Arabs claim Jerusalem. Israel captured the Arab eastern sector of Jerusalem from Jordan during the 1967 Six Day War and later annexed it.

Both sides have agreed to discuss the city in "final status" negotiations due to be completed in five years, though Israeli officials have said adamantly that they will never relinquish control.

Israeli officials bristled at the recorded remarks. Foreign Minister Shimon Peres called them "astounding and totally unacceptable." Prime Minister Yitzhak Rabin suggested that the comments could "put a question mark over the continuation of the peace process."

Mr. Arafat also referred in the recording to a letter he said he had demanded and obtained from Israel, giving the Palestinians responsibility "for all the Christian and the Muslim and the Islamic holy sacred places" in Jerusalem.

Israeli officials denied the existence of any such letter.

Neither Mr. Arafat nor senior PLO officials were available yesterday to comment on the matter.

Palestinian officials at the PLO headquarters in Tunis, Tunisia, are preparing to move to Jericho and the Gaza Strip to administer the territories. Control over Arab populated areas in the rest of the West Bank is supposed to be under Palestinian control after elections of a Palestinian authority, now set for mid-October.

Perhaps the largest obstacle will be the presence of more than 100,000 Jewish settlers among the 2 million Palestinians. Israel has vowed to protect them, and in Hebron yesterday, that control was clear.

While most of the 80,000 Arab residents were confined to their homes throughout the hot day, Jewish settlers from among approximately 200 who live in the city strolled about with their automaticweapons.

Monday, about 30 settlers marched toward a mosque. Palestinians threw stones at the Israelis and the Jews opened fire. Soldiers joined the fray, and 18 Palestinians were wounded, according to reports by hospitals and Israel Radio.

Hebron has been tense since a settler, Dr. Baruch Goldstein, killed 30 Muslims at prayer Feb. 25. Some military authorities said that the settlers were not supposed to hold the march Monday. But the army chief of staff, Lt. Gen. Ehud Barak, told the Israeli Cabinet yesterday that even after the February massacre, there are no restrictions on armed settlers walking around Hebron.

"This kind of hike can have a provocative element," complained Yair Tsaban, the minister of immigrant absorption.

At Beit Hadassah, a Jewish enclave in Hebron, settler Danny Hismi insisted that armed settlers within the Arab city are "not a provocation."

"I have shot many times [at Palestinians]," he said, "but I never try to kill."