How to send data from DialogFragment to a Fragment?

Here's another recipe without using any Interface. Just making use of the setTargetFragment and Bundle to pass data between DialogFragment and Fragment.

public static final int DATEPICKER_FRAGMENT = 1; // class variable

1. Call the DialogFragment as shown below:

// create dialog fragment
DatePickerFragment dialog = new DatePickerFragment();

// optionally pass arguments to the dialog fragment
Bundle args = new Bundle();
args.putString("pickerStyle", "fancy");
dialog.setArguments(args);

// setup link back to use and display
dialog.setTargetFragment(this, DATEPICKER_FRAGMENT);
dialog.show(getFragmentManager().beginTransaction(), "MyProgressDialog")

2. Use the extra Bundle in an Intent in the DialogFragment to pass whatever info back to the target fragment. The below code in Button#onClick() event of DatePickerFragment passes a String and Integer.

Intent i = new Intent()
        .putExtra("month", getMonthString())
        .putExtra("year", getYearInt());
getTargetFragment().onActivityResult(getTargetRequestCode(), Activity.RESULT_OK, i);
dismiss();

3. Use CalendarFragment's onActivityResult() method to read the values:

@Override
public void onActivityResult(int requestCode, int resultCode, Intent data) {
    switch (requestCode) {
        case DATEPICKER_FRAGMENT:
            if (resultCode == Activity.RESULT_OK) {
                Bundle bundle = data.getExtras();
                String mMonth = bundle.getString("month", Month);
                int mYear = bundle.getInt("year");
                Log.i("PICKER", "Got year=" + year + " and month=" + month + ", yay!");
            } else if (resultCode == Activity.RESULT_CANCELED) {
                ...
            }
            break;
    }
}

NOTE: aside from one or two Android Fragment specific calls, this is a generic recipe for implementation of data exchange between loosely coupled components. You can safely use this approach to exchange data between literally anything, be it Fragments, Activities, Dialogs or any other elements of your application.

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Here's the recipe:

1. Create interface (i.e. named MyContract) containing a signature of method for passing the data, i.e. methodToPassMyData(... data);.
2. Ensure your DialogFragment fullfils that contract (which usually means implementing the interface): class MyFragment extends Fragment implements MyContract {....}
3. On creation of DialogFragment set your invoking Fragment as its target fragment by calling myDialogFragment.setTargetFragment(this, 0);. This is the object you will be talking to later.
4. In your DialogFragment, get that invoking fragment by calling getTargetFragment(); and cast returned object to the contract interface you created in step 1, by doing: MyContract mHost = (MyContract)getTargetFragment();. Casting lets us ensure the target object implements the contract needed and we can expect methodToPassData() to be there. If not, then you will get regular ClassCastException. This usually should not happen, unless you are doing too much copy-paste coding :) If your project uses external code, libraries or plugins etc and in such case you should rather catch the exception and tell the user i.e. plugin is not compatible instead of letting the app crash.
5. When time to send data back comes, call methodToPassMyData() on the object you obtained previously: ((MyContract)getTargetFragment()).methodToPassMyData(data);. If your onAttach() already casts and assigns target fragment to a class variable (i.e. mHost), then this code would be just mHost.methodToPassMyData(data);.
6. Voilà. You just successfully passed your data from dialog back to invoking fragment.