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I've noticed some sentences or phrases that suggest a question that people tend to accidentally end with a question mark. Examples: "I wonder why" or "The question is what we should do now".

Is there a term for such a sentence or for the error of punctuating them with a question mark?

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I believe the term you're looking for is indirect question.

a question that is reported to other people in speech or writing, rather than the exact words of the original question, for example 'He asked me what was wrong.' (Cambridge Dictionary)

Various ESL sites specifically cite the "I wonder..." case as an example of an indirect question.

Example:

Direct question: Where have they been?

Indirect question: I wonder where they have been?

Notably, that example does use the question mark at the end. It is not always considered incorrect; it really depends on whether you want it to be perceived as a question or a statement. For more info about that, see this related question and its answers.

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    Shouldn't the second one end with a period? – Mehrdad Dec 9 '14 at 10:05
  • @Mehrdad Yes. A question mark converts it to a declarative question. _'Can you read Quentin's last sentence? His writing is worse than mine.' _'I wonder where they have been'? – Edwin Ashworth Dec 10 '14 at 22:44
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Is that a "rhetorical question"? I think it is.

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    No, a rhetorical question is somewhat the opposite — a question asked to make a point, not a statement made to raise a question. – hobbs Dec 9 '14 at 7:48

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