Suppose that a pdf for a continuous random variable Y takes the form f(y)=\frac{1}{\sigma} \frac{e^{-(y-\mu) / \sigma}}{\left(1+e^{-(y-\mu) / \sigma}\right)^{2}} \quad y \in \mathbb{R} \quad \text { where } \mu \in \mathbb{R}, \sigma>0 If the two parameters