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Is it correct to say:

Need I justify myself any further?

to make the same sense as:

Do I need to justify myself any further?

Is that even grammatically correct?

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1. Need I justify myself any further?

2. Do I need to justify myself any further?

Both are fine; it's a free choice. “Need” is a dually-classified verb belonging to both lexical and auxiliary verb classes.

As a lexical verb, it exhibits subject-auxiliary inversion when forming questions, as in 2. (note the inversion of subject "I" and auxiliary "do").

As a modal auxiliary verb, "need" has no subject-auxiliary inversion, as in 1.

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Yes, it is grammatically correct. In English, modal auxiliaries are cast into interrogative moods without using "do". For example:

  • "I should go to the movies" becomes "Should I go to the movies?"
  • "He must go to school" becomes "Must he go to school?"
  • "You might be mistaken" becomes "Might you be mistaken?"

"Need" is considered a semi-modal verb. As that page shows, the question form without "do" is acceptable grammar. However, it is somewhat archaic and formal. Informally, as you suggest, "Do I need to justify myself any further?" would be far more common.

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