wget -c ftp://ftp.vim.org/pub/vim/unix/vim-8.1.tar.bz2 -O - | sudo tar -xj
Files that have a .tar.gz or a .tar.bz2 extension are compressed archive files. A file with just a .tar extension is uncompressed, but those will be very rare.
The .gz or .bz2 extension suffix indicates that the archive has been compressed, using either the gzip or bzip2 compression algorithm.
tar.bz2 file is a Tar archive compressed with Bzip2