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Cooperative relay networks with multiple antennas at each node enable achieving both macro diversity and micro diversity in a wireless fading channel. Using beamforming along with space-time (ST) coding at the source and the relay of a cooperative relay network allows achieving both diversity gain and array gain. In this paper we propose novel distributed beamforming techniques for a space-time (ST) coded dual-hop cooperative multiple-input multiple-output (MIMO) decode-and-forward (DF) relay network to minimize the pair-wise error probability (PEP), while maintaining the SNR at the relay node above a given threshold. Beamforming techniques for the availability of full-instantaneous channel state information at the transmitter (CSIT) as well as statistical CSIT are proposed. The source and the relay compute their own beamforming matrices based only its own CSIT subject to individual power constraints at each node. The simulation results show that the proposed beamforming techniques offer a significant performance enhancement over the performance of a relay network using ST coding only. Furthermore, the proposed beamforming techniques maintain their performance improvement throughout the possible spatial correlation factor range for the channel.