dialog_fragment.xml

<?xml version="1.0" encoding="utf-8"?>
<LinearLayout xmlns:android="http://schemas.android.com/apk/res/android"
    android:orientation="vertical"
    android:layout_width="match_parent"
    android:layout_height="match_parent"
    android:paddingLeft="20dp"
    android:paddingRight="20dp"
    >
    <LinearLayout
        android:layout_width="match_parent"
        android:layout_height="match_parent"
        android:orientation="vertical"
        android:background="@drawable/dialog_fragment_bg"
        >
        <TextView
            android:layout_width="match_parent"
            android:layout_height="wrap_content"
            android:padding="10dp"
            android:background="@android:color/holo_blue_bright"
            android:text="Hello World"
            />
        <TextView
            android:layout_width="match_parent"
            android:layout_height="wrap_content"
            android:padding="10dp"
            android:text="Hello World"
            />
        <Button
            android:layout_width="wrap_content"
            android:layout_height="wrap_content"
            android:layout_gravity="center_horizontal"
            android:text="@android:string/ok"/>
    </LinearLayout>
</LinearLayout>

dialog_fragment_bg.xml

<?xml version="1.0" encoding="utf-8"?>
<layer-list xmlns:android="http://schemas.android.com/apk/res/android">
    <item>
        <shape android:shape="rectangle">
            <solid android:color="#55000000"/>
            <padding
                android:bottom="3px"
                android:left="3px"
                android:right="3px"
                android:top="3px"
                />
        </shape>
    </item>
    <item>
        <shape android:shape="rectangle" >
            <solid android:color="@android:color/white"/>
        </shape>
    </item>
</layer-list>

styles.xml

<resources>
    <style name="DialogFragment"  parent="android:style/Theme.Dialog">
        <item name="android:windowBackground">@android:color/transparent</item>
        <item name="android:windowNoTitle">true</item>
        <item name="android:windowIsFloating">true</item>

        <item name="android:layout_gravity">center</item>
    </style>
</resources>

TestDialogFragment.java

package com.monmonja.tutorial;

import android.app.Dialog;
import android.os.Bundle;
import android.support.annotation.NonNull;
import android.support.annotation.Nullable;
import android.support.v4.app.DialogFragment;
import android.view.View;
import android.view.ViewGroup;

public class TestDialogFragment extends DialogFragment {
    @NonNull
    @Override
    public Dialog onCreateDialog(Bundle savedInstanceState) {
        final View view = View.inflate(getActivity(), R.layout.dialog_fragment, null);

        Dialog dialog = new Dialog(getActivity(), R.style.DialogFragment);
        dialog.setContentView(view);
        return dialog;
    }


    @Override
    public void onStart() {
        super.onStart();
        getDialog().getWindow().setLayout(ViewGroup.LayoutParams.MATCH_PARENT, ViewGroup.LayoutParams.WRAP_CONTENT);
    }

    @Override
    public void onViewCreated(View view, @Nullable Bundle savedInstanceState) {
        super.onViewCreated(view, savedInstanceState);
        // add view code
    }
}