The study is beyond worth it.
My wife is a sleep doctor and she has helped so many people with bettering their lives; changing their life for the better or saving it unexpectedly.
Some people would come in for a sleep study expecting just one problem to be fixed, but she'll find a whole slew of problems caused by each other, and she'll fix them.
For example, one lady came in with what she thought was sleep apnea. My wife studied her and found she only stopped breathing when on her right side. When she laid on her left side she was fine... She ordered an MRI for her, and found that one lung collapses when she lays on her side. They took a small piece of her lung and found out that the walls of the lung had cancer cells undetected by any other tests.
So, long story short, ordering your own CPAP machine and neglecting a study may be just like putting duct tape on the problem. Might as well let the professionals help you!