You have to remember diferences between TCP and UDP. Here's a quick definition of UDP:
UDP is the User Datagram Protocol. It is used to send individual packets across an IP network, in an unreliable fashion. This means that successful, error-free delivery of a message is not guaranteed.
So remember that UDP is not reliable but it's fast! Examples of protocols that use UDP are TFTP, DNS (it can use TCP too!), DHCP, SNMP, RCP, NFS.
If you're really interested in its standard and how it's defined, you should definitely read the RCF doc here:
RFC 768 - User Datagram Protocol
And finally a couple of jokes:
"A UDP packet walks into a bar, no one acknowledges him.
A TCP packet walks into a bar twice because no one acknowledged him the first time."
"The best thing about UDP jokes is i don’t care if you get it or not."