fX (x) = e^xt [e^((x−a)/b)]/b[1 + e^((x−a)/b)]^2, for − ∞ < x < ∞, where the parameters a and b satisfy −∞ < a < ∞ and b > 0
in order to get a function in terms of t.
If it makes things easier, [e^((x−a)/b)]/b[1 + e^((x−a)/b)]^2 integrates to -1/(e^(x-a/b))+1. I tried integration by parts, and then tried to integrate the second part of the answer, but everything cancelled out...sigh. Help me out, guys!