Another way without using an activity:
AlertDialog alertDialog = new AlertDialog.Builder(this)
.setTitle("Title")
.setMessage("Are you sure?")
.create();
alertDialog.getWindow().setType(WindowManager.LayoutParams.TYPE_SYSTEM_ALERT);
alertDialog.show();
Please note that you have to use this permission:
<uses-permission android:name="android.permission.SYSTEM_ALERT_WINDOW" />