The purpose of thii paper is to discuss some sequential multivariate techniques used in testing means both for the one- and two-sample cases. When the population covariance matrix is known, a sequentialx2-test is employed. When the population covariance matrix is not known, this is replaced by a sequential T2-test. Some properties of these tests are discussed and certain other procedures are suggested for use in testing the assumption that the covariance matrix is known. These sequential procedures are then illustrated in a problem involving the acceptance sampling of ballistic missiles.