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Consider a bounded continuous density of distribution $f(x)$ with respect to Lebesgue measure in one dimension for simplicity. For various values of a constant $\lambda$, the mass of $f(x)$ exceeding the $\lambda$-multiple can be calculated by the functional:  \begin{equation}  \lambda \arrow \rightarrow  E(\lambda)=\int (f(x)-\lambda)^+ dx \end{equation}