They are both strong, but if you want to know who is stronger, they acutally fought. The fight ended in a draw. A few episodes later, when Vegeta realized Goku could have turned into SSJ3 and beat him down, he got mad at Goku for having held back. So the answer is, Goku was tremendously stronger at the time although he withheld his power to give Vegeta a fair fight.
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Depend on which version of Goku you're speaking of: Goku SSJ1 vs Majin Vegeta: Majin Vegeta Goku SSJ2 vs Majin Vegeta: Equal Goku SSJ3 vs Majin Vegeta: Goku Goku SSJ4 vs Majin Vegeta: Goku
Majin Vegeta. Majin Vegeta vs SSJ Goku (Ascended) ended in a draw, therefor one can conclude that an SSJ2 Goku would beat Vegeta.
episode 213
while fighting goku in majin state
he turns ss2 when he fights majin vegeta