Android : Java Thread.sleep() does not work properly

I'm newbie to Java and I have some trouble with delay command. What I want it to do is show my logo for 2 seconds and then go to MainMenu screen. But what it does is it shows black screen for a couple of seconds, and goes to MainMenu(I can see my logo for about 1ms):

   public void render(float delta) {
        Gdx.gl.glClearColor(0, 0, 0.2f, 0);
        Gdx.gl.glClear(GL20.GL_COLOR_BUFFER_BIT);
        camera.update();
        game.batch.setProjectionMatrix(camera.combined);

        game.batch.begin();
        game.batch.draw(PGSImage, 0, 0);
        game.batch.end();

        try {
            Thread.sleep(2000);
        } catch (InterruptedException e) {
            e.printStackTrace();
            Thread.currentThread().interrupt();
        }

        game.setScreen(new MainMenuScreen(game));
        dispose();

    }

What am I doing wrong? I'm looking for the answer for about an hour now :/