UBUNTU - Shell converting a list of images to one pdf

This is one example of why I love Ubuntu , and generally Linux.
I have to convert a bounch of high resolution Jpeg files to a lower resolution and I suppose to convert them to pdf and I know that via shell I can do it really quickly avoiding installing programs and dealing with complex graphical interface for doing a so simple task.

In Ubuntu (or Linux) I need ONE COMMAND in shell!!!!

This is what to do: I must have 'convert' command working

convert Man Page


File to convert are File_001.JPEG,File_002.JPEG,......File_050.JPEG





fem@rodizio:~$ convert File_0*.JPEG Single_pdf.pdf  


That's all, I have in a simple pdf 50 pages (one for every image I had) in that case, ready to print.