Deploy Jar With Java?

To execute the jar in the first place you'd need to have java installed. So it would be best to include a JRE installer in a separate file if you'r including one. Also, you'd have to have a different installer for each target platform so this would be somewhat impractical for general distribution because of the inflated file size.

This is like asking "Can we include the chicken that lays the egg, in the egg?". Answer, no.

As to solving the bigger problem though, there is at least one strategy that might work well for applets, JWS apps. and (possibly) single Jars of desktop apps. that are launched from a link (I've never tried that, though). This approach uses JS to check for the right JRE before providing a link to the Jar.

In order to get a computer to do something, you need to have code that the operating system knows how to handle. Most modern operating systems do not know how to handle Java code unless you install a Java Runtime Engine - to them JAR files are just ZIP files.

Hence you need some code which can be executed directly (without Java) and the simplest is just to use a Java launcher. Many exist - see Java packaging tools - alternatives for jsmooth, launch4j, onejar - but e.g. launch4j is maintained and supports the <path> tag to specify a relative path to an included JRE. Those are unfortunately rather large, but you could provide two versions. One with the JRE, and one without (which then prompts the user to install a JRE).