His approach of dragging a cut point across the data and asking "is it significant here? how about here?" is going to be prone to all sorts of false positives: if you set your threshold to 0.05, you'll expect one positive every 20 looks at the data. (He's looking for overlaps of credible intervals; this is going to work out to be the same thing).
Here are a couple useful links for doing this kind of problem: https://qualityandinnovation.com/2015/07/14/a-simple-intro-t... http://arxiv.org/abs/0710.3742