ImageMagick is a software suite to create, edit, and compose bitmap images. It can read, convert and write images in a variety of formats (over 100) including DPX, EXR, GIF, JPEG, JPEG-2000, PDF, PhotoCD, PNG, Postscript, SVG, and TIFF. Use ImageMagick to translate, flip, mirror, rotate, scale, shear and transform images, adjust image colors, apply various special effects, or draw text, lines, polygons, ellipses and Bézier curves. All manipulations can be achieved through shell commands as well as through an X11 graphical interface (display)

Installing ImageMagic:
apt-get install ghostscript imagemagick

Converting Images to .pdf:

convert page.png page.pdf
Or for multiple images:
convert page*.png mydoc.pdf

But what if page*.png does not sort the images in the way you want?
e.g. page_1.png, page_2.png… page_10.png -> page_10 will appear before page_1
To sort the files, you can use:
ls page*.png | sort -n | tr '\n' ' ' | sed 's/$/\ mydoc.pdf/' | xargs convert