What you might be thinking of is that inline styles trump stylesheet rules, so
<p style="color:red;"> would always be red, whatever the stylesheets say.
I have seen some references that say that embedded stylesheets (ie, those in the <head>) trump linked stylesheets. That isn't the case. The reason why people sometimes think it is the case is because they always have the <link> tags before the <style> tags (although there's no reason why you have to do this). The rules of specificity say that if the number of ID selectors is equal and the number of class selectors is equal and the number of element selectors is equal, the rule that comes second wins. And the order that they are dealt with is that the first <link> or <style> element comes first, and then in order. If you have any
@import rules in your CSS, the imported file is treated as being inserted at that point.
But that is all on the basis of the selectors being equal. When they aren't, the normal rules of specificity apply, regardless of whether the declaration is in an embedded, linked or imported stylesheet.