KSH: How to set env var HISTFILE ?

[Jun Lu]

Should I set env var HISTFILE in .profile or in $ENV file ?
I think that in a wndowing environment, it's better to set HISTFILE in $ENV
file so that each window/shell has its own HISTFILE. 

What puzzels me is that I cannot find those $HISFILE(and from time to time
ksh messes up command histories in different shells). See the following:
---------- in one xterm -----------
gus3:~luj[33]$ echo $HISTFILE
/home/gus2/luj/.ksh_hist/hist754
gus3:~luj[34]$ more $HISTFILE
/home/gus2/luj/.ksh_hist/hist754: No such file or directory
-------------
----------- in anther xterm ------------
gus3:~luj[157]$ echo $HISTFILE
/home/gus2/luj/.ksh_hist/hist753
gus3:~luj[158]$ more $HISTFILE
/home/gus2/luj/.ksh_hist/hist753: No such file or directory
--------------

Can anyone tell me what goes wrong ?  I'm using ksh Version 11/16/88e on a
Sun workstation running SunOS4.x and X11 R4.

Thanks,
-- Jun
--
-- Jun Lu                          Internet:luj at ecn.purdue.edu          --
-- Aeronautics & Astronautics      Bitnet:  luj%ecn.purdue.edu at purccvm  --
-- Purdue University               UUCP:    pur-ee!luj                  -- 
-- W. Lafayette, IN 47907          Phone:317-494-9410  Fax:317-494-0307 --