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In this letter, a novel objective distortion measure is proposed for compressed electrocardiogram (ECG) signals. The measure is a weighted percentage root-mean-square difference (WPRD) between the subband coefficients of the original and compressed signals with weights equal to the multiscale entropies of the corresponding subbands. The measure appears to be a correct representation of the amount of signal distortion at all the subbands. Experiments show that the measure works better than the other existing measures and correlates well with the subjective assessments.