Electrical Burn is one of Gaige's Tier Three Little Big Trouble skills. With it, her electrocution damage gains the ability to set enemies on fire, stacking on burn damage as well.
Each rank in this skill adds a 4% chance for each 'tick' of electrocution damage to set the victim on fire, adding a burning Status Effect to the damage that they're taking. When this effect occurs, the burn damage is always equivalent to the electrocution damage they were already taking.
This skill pairs well with Evil Enchantress. The effect of the skill raises Gaige's electrocute damage while active. When an enemy bursts into flames while Evil Enchantress is still in effect, the boosted electrocute damage will result in higher burn damage. That damage will, in turn, be boosted by Evil Enchantress, effectively getting twice the benefit out of the skill.