"These players have not adhered to the standards of behaviour," Scotland Rugby League chairman Keith Hogg said on Sunday.
"They will leave early a tournament it is a privilege to be involved in."
Brough, the Huddersfield Giants halfback, became Scotland's most-capped player when he made his 24th appearance in their opening game of the tournament against Tonga.
Scotland lost their first two matches in the tournament but could still reach the knockout stages.
(Reporting by Martyn Herman, editing by Ed Osmond)
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