In this Letter, we derive an entropic Einstein-Podolsky-Rosen (EPR) steering inequality for continuous-variable systems using only experimentally measured discrete probability distributions and details of the measurement apparatus. We use this inequality to witness EPR steering between the positions and momenta of photon pairs generated in spontaneous parametric down-conversion. We examine the asymmetry between parties in this inequality, and show that this asymmetry can be used to reduce the technical requirements of experimental setups intended to demonstrate the EPR paradox. Furthermore, we develop a more stringent steering inequality that is symmetric between parties, and use it to show that the down-converted photon pairs also exhibit symmetric EPR steering
