Refer to ejb core specification, section 14.3.12 (Support for Deprecated Use of java.rmi.RemoteException)
The EJB 1.0 specification allowed the business methods, ejbCreate, ejbPostCreate, ejbFind<METHOD>, ejbRemove, and the container-invoked callbacks (i.e., the methods defined in the EntityBean, SessionBean, and SessionSynchronization interfaces) implemented in the enterprise bean class to use the java.rmi.RemoteException to report non-application exceptions to the container. This use of the java.rmi.RemoteException was deprecated in EJB 1.1 � enterprise beans written for the EJB 1.1 specification should use the javax.ejb.EJBException instead, and enterprise beans written for the EJB 2.0 or later specification must use the javax.ejb.EJBException instead. The EJB 1.1 and EJB 2.0 or later specifications require that a container support the deprecated use of the java.rmi.RemoteException. The container should treat the java.rmi.RemoteException thrown by an enterprise bean method in the same way as it is specified for the javax.ejb.EJBException.
In conclusion, you should not try to throw RemoteException from your beans methods.