Based on the statistical dynamic mean-field theory, we investigate, in a generic model for a strongly coupled disordered electron–phonon system, the competition between polaron formation and Anderson localization. The statistical dynamic mean-field approximation maps the lattice problem to an ensemble of self-consistently embedded impurity problems. It is a probabilistic approach, focusing on the distribution instead of the average values for observables of interest. We solve the self-consistent equations of the theory with a Monte Carlo sampling technique, representing distributions for random variables by random samples, and discuss various ways to determine mobility edges from the random sample for the local Green function. Specifically, we give, as a function of the ‘polaron parameters’, such as adiabaticity and electron–phonon coupling constants, a detailed discussion of the localization properties of a single polaron, using a bare electron as a reference system.