I try to install the latest version of nginx (>= 1.9.5) on a fresh amazon linux to make use of http2. I followed the instructions that are described here -> http://nginx.org
You're getting error because those nginx RPMs are built for RHEL7, not Amazon Linux. Amazon Linux is a weird hybrid of RHEL6, RHEL7, and Fedora. You should contact Amazon and ask them to create a proper nginx19 RPM specifically built for their distro.