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You will want to get a drill bit that is the approximate diameter of the sensor. Only the part the sticks into the pipe.

Drill a pilot hole, the increase size up to the size you need, If you have...

You need the sensor. The pipe usually has a hole for the sensor. It tends to push into a grommet. But some cheaper pipes, just have a hole and you cut the sensor out of the factory pipe. I wold also...