Though they were known as Five Brothers, only four were visible with the fifth brother being the wisest one. Each of the four brothers were known for a sin they made against the Prophets. The first one was vain, the second one was greedy, the third was unmindful of his fathers advice and the fourth one, known as B'ath b'Etel, made the greatest of crimes which was keeping a Tear of the Prophets to himself.
It is said that the fifth one was missing because he resided within the Celestial Temple. He found the Orb spoilt as it was an object of a sin and thus did not deserve to be shared with the Bajoran people. Thus, the fifth brother known as B'ath h'Ram returned it to the Prophets where he resided for all of time. (TOS novel: Captain's Peril)