The experiment conducted in the scope of this thesis is a loophole-free Einstein-Podolsky-Rosen (EPR) steering experiment, which implicitly includes the test of Born's rule since for one of the distant observers the assumption of local quantum mechanics is made. The term steering goes back to Erwin Schrödinger who responded to the paradoxical situation depicted in the EPR article, which arose from the locality assumption together with the uncertainty principle. In contrast to his colleagues he believed that the quantum mechanical description by a wave function is correct but also had problems of giving up locality and therefore allowing "spooky actions at a distance". These theoretical concepts have later been formulated as a quantum information task, which made this problem accesible experimentally. If the untrusted party Alice can convince Bob that she can remotely steer his state, Bob is forced to believe Alice and give up his assumtpion on local realism. To do so the steering value has to be measured by coincidence counting of conclusive events and to be compared with the bound of a local realistic model. In the performed experiment the measured value was S=1.049 plus-minus 0.002 which was a violation compared to the bound 1 by more than 20 standard deviations by simultaneously closing all three major loopholes through a proper space time arrangement and the implementation of three measurement settings. In addition, specific attention has to be paid to the quantum random number generators, which are also described in this thesis.