Thai police say actor David Carradine might have been doing a dangerous sex act with ropes when he died. (Mario Anzuoni/Reuters)

The family of David Carradine will hire a private forensics expert and has formally filed a report with the FBI in the hopes the agency will investigate the U.S. actor's mysterious death in Bangkok.

Carradine's body is on its way from Thailand to Los Angeles, according to several reports.

A chambermaid found the 72-year-old actor, in the Thai capital to work on a film called Stretch, Thursday morning hanging from a rope in the closet of his luxury hotel room.

Police revealed Friday that he was discovered with rope tied around his neck and his genitals.

Carradine's family "want an investigation," Mark Geragos, lawyer for brother Keith Carradine, told CNN on Friday night.

"I would think that the people in Bangkok would want to support an investigation and allow the FBI to go over there and assist… so we can get the answers to the questions."

Geragos confirmed Saturday that Keith Carradine had filed documents with the FBI on Friday. The FBI only investigates overseas deaths of U.S. citizens if a crime is involved.

The lawyer also said the Carradines are seeking the services of Michael Baden once the actor's body is back in Los Angeles. Baden is the chief forensic pathologist for the New York State Police.

"All we really know is not much more than what the public knows, and that's disturbing," Geragos said.

Film crew questioned

Thai police say they have reviewed surveillance footage from outside the actor's room and have determined that no one entered it. They have also finished questioning all the staff at the hotel.

On Saturday, police began to interview the crew of the film Carradine was shooting in the city.

Thai police initially surmised the actor had committed suicide. No note was found though.

Then on Friday, they said Carradine might have died from accidental suffocation or heart failure because of the way the ropes were tied — the actor might have been performing a dangerous kind of sex play.

Results of an autopsy in Thailand are not expected for at least three weeks.

Carradine's family and friends say the actor would never have killed himself; he had several films to work on, recently bought a new car and was happy in his marriage.

The actor, who appeared in more than 100 movies, became famous for his starring role in the martial arts TV series Kung Fu, which ran from 1972 to 1975.

Carradine's star rose again for a new generation with his appearance as the title character in director Quentin Tarantino's two Kill Bill films.

With files from The Associated Press