Only if you have to change planes. If you have a direct flight you can bring those particular liquids on with you (assuming you buy them at the duty free shop).
If you have to change planes and go through customs, then they make you check them before you board your next flight. But if you have a direct flight you're all set.
Again, the cost of checking a bag these days often will pay the difference in price so you can buy the rum at your liquor store at home