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Electrons fill low energy orbitals (closer to the nucleus) before they fill higher energy ones. Where there is a choice between orbitals of equal energy, they fill the orbitals singly as far as possible.That is why the 4s orbital is filled before the 3d orbital, however when denoting these orbitals in a ground state configuration, we write the 3d orbital before the 4s orbital because when filled with electrons, the 4s orbitals have higher energy than the 3d orbitals.
Commenting on the other replies, remember that 4s is only higher in energy when the 3d orbital has electrons in it. If the 3d orbital is empty, then 4s has lower energy level. Also remember the exceptions Cr [Ar] 3d5 4s1 and Cu [Ar] 3d10 4s1!
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