They are actually long thin metal springs painted and dressed to look like drum sticks. The arm rods are attached to the part where the character would hold them, and the hands are attached over that. They do this to create the illusion of movement theat the character's wrists are actually moving. You can see this pretty well during Anima's solo with Rita Moreno during the "Fever"" number.
Springs like this are sometimes hard to find loose to check weight and movement. Most big hardware stores sell them in plastic bags, so you might have to buy several sized and play with them at home, then remember which size worked best for the future. Some little "mom and pop" stores still sell them loose, so check around. Good luck!