Integrity of information refers to protecting information from being modified by unauthorized parties.
Information only has value if it is correct. Information that has been tampered with could prove costly. For example, if you were sending an online money transfer for $100, but the information was tampered in such a way that you actually sent $10,000, it could prove to be very costly for you.
As with data confidentiality, cryptography plays a very major role in ensuring data integrity. Commonly used methods to protect data integrity includes hashing the data you receive and comparing it with the hash of the original message. However, this means that the hash of the original data must be provided to you in a secure fashion. More convenient methods would be to use existing schemes such as GPG to digitally sign the data.
Why aren’t application downloads routinely done over HTTPS?
This is a question regarding data integrity, with several suggestions on how to protect data integrity. You can find more questions with the integrity tag here.