An EJB component can have remote and local interfaces. Clients not located in the same application server instance as the bean (remote clients) use the remote interface to access the bean. Calls to the remote interface require marshalling arguments, transportation of the marshalled data over the network, un-marshaling the arguments, and dispatch at the receiving end. Thus, using the remote interface entails significant overhead.
If an EJB component has a local interface, then local clients in the same application server instance can use it instead of the remote interface. Using the local interface is more efficient, since it does not require argument marshalling, transportation, and un-marshalling.
If a bean is to be used only by local clients then it makes sense to provide only the local interface. If, on the other hand, the bean is to be location-independent, then you should provide both the remote and local interfaces so that remote clients use the remote interface and local clients can use the local interface for efficiency.