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I was wondering how ga collected data and send it to their servers, then I found this answer on SO. Now I'm wondering why does GA uses this method rather than doing an AJAX request, is it cheaper?

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It's not cheaper, per se, it is reliable. Unlike AJAX, you can include an image from any domain without running into cross-domain browser restrictions, this is why tracking pixels are used instead of ajax requests.

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As Rob said, it's primarily to get around cross-domain issues not supported in older browsers. However, as of recently GA has added support for the navigator.sendBeacon() method, which actually is cheaper, allows for retries on error, and doesn't have the problem of failing when the page is being unloaded (like when trying to send an event when a user clicks on an outbound link). As browser support increases, this will likely become the default method for sending hits to GA.

Here's the documentation on how to use sendBeacon with analytics.js:
https://developers.google.com/analytics/devguides/collection/analyticsjs/field-reference#useBeacon

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Looks like useBeacon is now deprecated in favor of transport

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