Athletes from 89 countries take part in 10th edition of games featuring sport including horseback wrestling.
Rebecca Cheptegei, who died after being set on fire by former partner, was buried at her ancestral home.
Ugandan marathon runner Rebecca Cheptegei died in a Kenyan hospital after her boyfriend set her on fire on Sunday.
Cheptegei died aged 33 due to multiple organ failure days after her boyfriend poured petrol on her and set her on fire.