As explained in the doc,
<script src="https://www.gstatic.com/firebasejs/7.11.0/firebase-app.js"></script>
is the core Firebase SDK and is always required and must be listed first. But then you need to add the imports for the other SDKs you plan to use, like, for example:
<script src="https://www.gstatic.com/firebasejs/7.11.0/firebase-auth.js"></script>
<script src="https://www.gstatic.com/firebasejs/7.11.0/firebase-firestore.js"></script>
On the other hand, you can include the entire Firebase JavaScript SDK, rather than individual SDKs, as follows:
<script src="https://www.gstatic.com/firebasejs/7.11.0/firebase.js"></script>
Doing this way, all the Firebase SDKs will be imported, but it is not recommended for production apps, as stated in the doc.