I think the energy of high frequency components may be smaller than that of  low freq compents.However, in general case,the energy of the noise is approximately equal in the range of the whole frequency.

This is a complicated issue that involves the noise power spectral density function for a specific device or integrated circuit. In the radio frequency spectrum, especially the VHF, UHF, and Microwave frequencies. The received signals are so small that random and semiconductor noise can be large enough to reduce signal-to-noise ratios. At lower frequencies such as VLF and audio, semiconductors can introduce noise into the signal path that is from a variety of souces with different spectral densities. However, in the case of audio, the signals are 10s of dB stronger than in the RF spectrum so the net result is that low frequency signals usually have much less SNR reduction that RF signals.

Youssef is on the right track.

The definition for resistor noise is as follows:

The AVAILABLE NOISE POWER, P, for a resistor is the product

Available Noise Power = kTB

Where K = Boltzman's Constant = 1.38 *10-23 Joules/Kelvin

T = The physical temperature of the resistor

B = Effective noise bandwidth of the measurement.

The mean-square noise voltage produced by a resistor is

Ave(V**2)=4kTBR

where R is the resistance in ohms.

I used to design very low noise amplifiers. I could connect a 50 ohm resistor to the amplifier input and measure the output noise power level. If I took my soldering iron and brought it near the resistor, the power meter reading would go up corresponding to the physical temperature of the resistor.

If you want to be an expert in electrical voltage or power produced by resister thermal noise , it is important to learn the meanings of the terms effective noise bandwidth (it is not the 3dB bandwidth except in very special circumstances) and available power.