Differences between application for App. Server and stand alone application

What are main differences?
Why to use App. Server. if it is possible easily make Server application that listens port using socket classes?

Can u please give a short example for 1, 3 and 4?The container will pool instances of your bean which aids in perfromance gain.
You can handle security issues declaratively.
The container manages the life cycle of your beans so that you can handle actions at bean's activation, passivation, initialization, destruction etc.

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