If you can, insert the image into MS Word then save it as a PDF from the drop down file-type selection.. You can also resize MS Word pages to fit your image size. If you have a scanner you could scan it and save it as a pdf.
You really aren't changing the jpg. A jpg is an image. A pdf is a document. You can insert a jpg into a document and using any program that supports saving as a pdf will generate the file with the embedded image.