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In this paper, we consider the energy detection of primary user in MIMO cognitive relay scenario. The system consists of a single relay which is assigned by the cognitive radio network to transmit the amplified version of primary user signal to a cognitive coordinator. The source has a single antenna, a MIMO system with transmit antenna selection is used at the relay. The cognitive coordinator is equipped with multiple antennas for maximal ratio combining receiver. The performance of energy detector is analyzed for independent Nakagami-m fading channels. We derive closed form expression of moment generating function of overall received SNR. False alarm and average detection probabilities are derived theoretically without direct link between the primary user and the cognitive coordinator. Our analytical results are confirmed through comparison with Monte Carlo simulations.