This doesn't apply to Mercedes, but on my BMW 325e, I bought a generic Bosch O2 sensor for $50 instead of the BMW part for more than twice that price. They were the same thread and plug size but the electical connector was different. I just spliced it in to the origianl O2 sensor's connector and it worked fine.

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Ali Al-Chalabi

2001 CLK55
1999 Dodge Ram 2500 Cummins Diesel
2002 Harley-Davidson Fatboy
Merlin Extralight w/ Campy Record