If the file size is too large you need to resize them on the fly:
convert -resize 25% *.jpg output.pdf
The resize flag takes a % I have tried without and it seems to take it as pixels and becomes way too small.
You can also play with the "-quality 25" flag to decrease file size even more.
imagemagick, converting, jpg, images, pdf, largeif, resize, convert, output, pixels, quot, decrease,