This paper treats the application of the direct method in sequential analysis. The theory, with new results, is reviewed. This includes sequential estimation after a sequential test. Next, general applications are given. Finally, a selected list of papers in sequential life testing using the direct method is reviewed. Actually, sequential life tests preceded the direct method, but life testing is easily treated as a special ease of the direct method. applications in maintainability theory, in medieal trials and quality control are covered.