Find a multimeter that's sensitive enough to read millivolts, and ampere's. Pull out the cable that leads from the sensor at the small box (NOT at the downpipe), and read the voltage between the contact and mass/earth, while engine revs at 1500 rpm. Anything less than 450mV means replacing.
Next, pull out the cable of the heater element. Switch on ignition (do not start). Connect the brown cable to earth/mass, and the measure current between the other two contacts. That should read between 0,5 and 1,3A if okay.

Good luck.

Cheers!

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2011 Prius