Underweight issues

Has anyone ever had underweight issues and gained? If so, how did you gain? I'm currently 5'3 83lbs. I've weighed 83 pounds since I was 11. I have had my thyroids checked, etc. My family is naturally small, my dad is 45 yrs old, 5'7 and 115 pounds. He claims he weighed as much as I do at my age, but I'm desperately looking to gain weight. My brothers 5'8 112 pounds and my sister is 4'11 78 pounds. Any advice??