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A novel orthogonal frequency division multiple access-based cognitive cooperative relaying scheme is proposed in which cognitive users assist primary users (PUs) by relaying their information. Both PUs and cognitive users communicate to a common base station. Based on the received feedback, cognitive users relay data of PUs. Two different schemes of relay assignment and power allocation are considered. Probability of error of PU and outage probabilities of both primary and cognitive users are investigated. Our analyses show substantial improvements in the probability of error and outage probability of PU while the outage probability of the cognitive user does not change significantly. We also perform several simulations to corroborate our theoretical results.