This paper investigates performance analysis of a selection combining scheme, which utilizes a variable gain amplify and forward (AF) relay over a Nakagami-m fading channel. A selection combiner at a destination node chooses the better link between a relay channel and a direct channel. We derived exact closed-form expressions for moments of signal to noise ratio (SNR), ergodic capacity and average symbol error probability (SEP). Simulation examples confirm that our exact formulas offer a more accurate analysis tool for selection combining than other prevailing approximations without extra complexity. The derived expressions serve as a useful tool for system design due to their validity for any SNR and arbitrary system parameters.Index Terms-selection combining, AF relaying, outage probability, Nakagami-m fading, symbol error probability