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Entropy based measures, such as Sample Entropy (SampEn), have been widely used for quantifying the Heart Rate Variability (HRV) for cardiac risk stratification purposes, with the hypothesis that decreasing entropy points to a perturbation of the complex physiological mechanisms or disease. However, in the literature, higher entropy values have been reported for some pathologies than for healthy subjects, which could be due to the use of a threshold value r tuned relative to the signal standard deviation. In the present paper we apply SampEn to assess the variability of the RR time series from healthy subjects and subjects with Congestive Heart Failure (CHF) in order to discriminate between both groups, as well as to characterize the variability loss due to aging. We conclude that the use of a fixed threshold value r in the SampEn algorithm instead of its conventional setting (as a percentage of the standard deviation of each data series), improves the discrimination capabilities between healthy and CHF subjects, and it allows to quantify the loss of HRV due to aging in healthy subjects.