Cosmic shear is considered one of the most powerful methods for studying the properties of Dark Energy in the Universe. As a standard method, the two-point correlation functions $xi_pm(theta)$ of the cosmic shear field are used as statistical measures for the shear field. In order to separate the observed shear into E- and B-modes, the latter being most likely produced by remaining systematics in the data set and/or intrinsic alignment effects, several statistics have been defined before. Here we aim at a complete E-/B-mode decomposition of the cosmic shear information contained in the $xi_pm$ on a finite angular interval. We construct two sets of such E-/B-mode measures, namely Complete Orthogonal Sets of E-/B-mode Integrals (COSEBIs), characterized by weight functions between the $xi_pm$ and the COSEBIs which are polynomials in $theta$ or polynomials in $ln(theta)$, respectively. Considering the likelihood in cosmological parameter space, constructed from the COSEBIs, we study their information contents. We show that the information grows with the number of COSEBI modes taken into account, and that an asymptotic limit is reached which defines the maximum available information in the E-mode component of the $xi_pm$. We show that this limit is reached the earlier (i.e., for a smaller number of modes considered) the narrower the angular range is over which $xi_pm$ are measured, and it is reached much earlier for logarithmic weight functions. For example, for $xi_pm$ on the interval $1le thetale 400$, the asymptotic limit for the parameter pair $(Omega_m, sigma_8)$ is reached for $sim 25$ modes in the linear case, but already for 5 modes in the logarithmic case. The COSEBIs form a natural discrete set of quantities, which we suggest as method of choice in future cosmic shear likelihood analyses.
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