We start with a data set obtained from a study of the CS-M-3 ignitor in a military experiment and is based on the classical up-and-down method of Dixon and Mood (1948). Since the Bruceton tests are actively employed in pyrotechnical sensitivity studies, we reexamine this method based on the view that it is designed for data-collection. Two different aspects are addressed: as a design for parameter estimation and as a design for giving clues about the goodness of fit. Two sets of data are employed to illustrate our points. For the estimation of (μ, σ), the location and the scale parameters, we show that a properly selected up-and-down design is quite informative; for the estimation of xp, the 100p%-th quantile, however, the best selected up-and-down method is only about 50% effective as compared with the corresponding c-optimal design. Although not particularly useful, the up-and-down method does judge the proper selection of underlying model. In any case, all the quantal response models are rather poor in terms goodness of fit.