The User Datagram Protocol (UDP) is a lossy protocol.
UDP makes no provision for acknowledgement of packets received. So, unlike TCP/IP, it does not require a hanshake. Since handshakes take time, and there is no retransmission when data is lost, UDP is faster. UDP is used when speed is an important factor in trasmitting information. For example, RealAudio uses UDP.
FTP uses TCP/IP, while TFTP uses UDP. TFTP stands for Trivial File Transfer Protocol, and since it is trivial, losing some information along the way is not crucial.