Okay kiddo, do you know what entropy means? It's like a measure of how much disorder or randomness there is in something. Now, when we talk about "sample entropy", we're talking about applying this idea to some data that we've collected.
Let's say you have a bunch of numbers that you collected from some measurements or observations. To calculate the sample entropy, you start by choosing two numbers in the collection (let's call them x and y). Then you look at the next number in the collection, and if it's close to x and y (within some "tolerance" range that we get to choose), you say that these three numbers form a "pattern". If it's not close to x and y, you move on to the next number and start again with two new numbers.
You continue doing this for the entire collection of numbers, counting up all the patterns that you found. The sample entropy is then a measure of how many of these patterns there were, and how "regular" or predictable they were.
So what does this all mean? Well, it turns out that sample entropy is often used in things like analyzing biomedical data or detecting changes in time series data. By looking at the patterns in the data, we can get an idea of how complex or predictable it is. And by comparing sample entropies for different data sets, we can see how they're similar or different.
But don't worry too much about all of that right now, just remember that sample entropy is a way of measuring the randomness or predictability of some data we collected, by looking for repeating patterns. Cool, huh?