A new statistical technique for average power estimation in sequential circuits is presented. Due to the feedback mechanism, conventional statistical procedures cannot be applied to infer the average power of sequential circuits. As a remedy, we propose a sequential procedure to determine an independence interval which is used to generate an independent and identically distributed (iid) power sample. A distribution-independentstopping criterion is applied to choose an appropriate convergent sample size. The proposed technique is applied to a set of sequential benchmark circuits and demonstrates high accuracy and efficiency.