说 I study by myself(on my own)(teach oneself)就行了.
"self-study" 是个 compound noun(派生词)应该是做形容词用,
"self study" 这个 "self" 不是副词,不能形容 "study",
还有就是"I self study" and "I self-study" 都不是句子,不能直接写.