Did you see her attacking herself?
Rats do groom themselves when other rats are "grooming" them. (Where they hold down another rat and "bite" them in one particular spot.) Many times they will jump up and quickly groom themselves right where the other rat just had done it. It looks like they are biting their own backs or whereever, but they are in a sense scratching themselves and grooming. It's a part of the social heirarchy, and my guess is you saw that and thought they were fighting. They can screech and be loud during this, it's completely NORMAL.
If not...
My guess is you saw a rat fight. Female rats that are unfamiliar with each other and close to full grown will fight. It's not all fun and games with them.
My guess is she is was in heat and the male attempted to mate, making her extremely stressed and defensive. Or, perhaps another female in heat was feeling bossy and decided to take after her. (The holding her down is a form of dominance)
Rats can be very vocal (sometimes like they are killing each other), but if it was truly a fight, there would have been many injuries and blood.
I would watch the others closely and monitor for any illness or parasties (mainly external).
Always quarantine new additions for a minimum of 30 days away from the colony. Rats are susceptible to many diseases and parasites.
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