A "sequence" is a regular pattern of doing something in an orderly and organized manner. "Sequential sampling" would involve taking a sample or doing a test using a predictable procedure.
If a business organization wanted to determine the need for a new product, it might use sequential sampling as part of its research process. The business might distribute questionnaires to a selected group of potential customers asking for response to questions or scenarios that would help to measure the perceptions of the responders to the idea for the potential product.
In evaluating the performance of a product or procedure, sequential sampling could involve close examination of the results obtained after using the product. For example, a manufacturing plant might pull off the assembly line for close evaluation every fourth product that was created with a new type of material or process. The testing of that sample portion of the output would verify whether or not the new material or process contributed to the making of a final product that met required specifications.
Sequential sampling is a method of experimentation. In it, the researcher will test an intervention, variable, or product using a group of people taken randomly from a group, and testing the intervention, variable, or product on them.
After the researcher obtains the information that he or she needs, then another group of people will be randomly selected again to try the same intervention, variable, or product.
This is done within a time interval, however. For example, imagine picking a group of adults at the mall, giving them a sample of something to try for the next 3 minutes, getting the results, and then selecting another group of adults at the mall, giving them the same sample, and under the same amount of time.
The benefit of this methodology is that, the more people you test, the more chances you get to improve your product, or intervention. For instance, if I create a dish, and I ask people to come and try it at time intervals, I can get a myriad of opinions that will help me improve my dish and make it more likeable or, under the scope of business, more marketable for the public.
Sequential sampling is a form of opportunity sampling and is a pragmatic way of trying to achive a near or quasi random (or non probability) sample. A random (or probability) sample is when every one in the population has the same opportunity to be selected. Opportunity sampling takes anyone that is there, hoping they are near enough to a random sample (usualy not it depends on the location). Sequential sampling is when you will take people as they appear (or if you use a sampling frame say every 5th person to appear), usually within a fixed time frame. For example, I will ask everyone who enters the parking lot in the next 2 hours, to answer my questionnaire.