The TCP/IP protocol uses checksums for every packet, which try to minimize errors in packets. But they are only able to detect a limited count of errors per packet (only one- or two-bit-errors, if I recall correctly). So if you have a very unstable connection, the files on your disk could have errors.

As mentioned in the other answer, you can detect such errors by checking the checksum of the downloaded file (for example MD5SUM).

The reason for data corruption is always a defective connection, the speed of the connection is not important. But a defective connection can slow down your transfers and thus result in a slow data transfer.

Update: In the first version of my answer, I was confusing Hamming-Code-error detection with the checksum error detection, which is used in TCP/IP. It is much more unlikely, that errors stay undetected, if a checksum is used. Theoretically it should still be possible, if there are errors in the checksum part of the package and in the rest of it. But that is very unlikely. There are other sources of error, which can corrupt data, though.

As mentioned in the other answer, you can detect errors int the downloaded file by checking the checksum of the file (for example MD5SUM).

The reason for data corruption is always a defective connection or another hardware/software error (like a defective file system or hard disk), the speed of the connection is not important. But a defective connection can slow down your transfers and thus result in a slow data transfer.