The method of first-flight collision probabilities in an isotropic scattering medium is developed for an anisotropic scattering medium, and a closed form of the expression for the circularly cylindricalized cell is formulated. A reciprocity relation and neutron conservation for the generalized first-flight collision probability are discussed. As an application, the thermal-neutron spectrum in the uranium light-water lattice, which was studied in Brookhaven National Laboratory, is calculated using the FIRST II code, and numerical results for the disadvantage factor of dysprosium activation are compared with results calculated by Honeck using the transport approximation. It is shown that the transport approximation gives fairly good results.