\documentclass{article}
\newsavebox{\tablebox}
\begin{document}
\begin{table}
\centering
\caption{ Descriptive statistics of total sample based on modified data set}\label{table:descrtotal}
\footnotesize
\begin{lrbox}{\tablebox}
\begin{tabular}{l|rrr}
\hline\hline
 & \% E & n UE & n E\\ \hline
No Denomination & 0.63 & 1425 & 2470\\
Buddhist & 0.70 & 312 & 731\\
Hindu & 0.24 & 482 & 149\\
Muslim & 0.23 & 3993 & 1185\\
Orthodox & 0.51 & 1574 & 1609\\
Other Christian groups & 0.53 & 697 & 779\\
Other Denominations & 0.53 & 294 & 326\\
Other Muslim groups & 0.14 & 1428 & 238\\
Protestant & 0.55 & 1214 & 1472\\
Roman Catholic & 0.56 & 2031 & 2550\\
\hline\hline
\multicolumn{4}{l}{%
  \begin{minipage}{\wd\tablebox}%
    \tiny Note: Share of aliens employed (\% E), Number of aliens unemployed (n UE) and Number of aliens employed (n E).%
  \end{minipage}%
}\\
\end{tabular}
\end{lrbox}
\end{table}
\end{document}