The phase diagram of correlated, disordered electron systems is calculated within dynamical mean-field theory using the Hölder mean local density of states. A critical disorder strength is determined in the Anderson-Falicov-Kimball model and the arithmetically and the geometrically averages are found to be just particular means used respectively to detect or not the Anderson localization. Correlated metal, Mott insulator and Anderson insulator phases, as well as coexistence and crossover regimes are analyzed in this new perspective.