add_action( 'wp_enqueue_scripts', 'add_my_script' );
function add_my_script() {
    wp_enqueue_script(
        'your-script', // name your script so that you can attach other scripts and de-register, etc.
        'https://ajax.googleapis.com/ajax/libs/jquery/1.8.1/jquery.min.js', false, '1.8.1', // this is the location of your script file
        array('jquery') // this array lists the scripts upon which your script depends
    );
}