We report a systematic study of the forward and reverse transition probability density functions (TPDFs) and entropy production in a nonequilibrium steady state (NESS). The NESS is realized in a two-layer colloidal system, in which the bottom-layer colloidal crystal provides a two-dimensional periodic potential U_{0}(x,y) for the top-layer diffusing particles. By tilting the sample at an angle with respect to gravity, a tangential component of the gravitational force F is applied to the diffusing particles, which breaks the detailed balance (DB) condition and generates a steady particle flux along the [1,0] crystalline orientation. While both the measured forward and reverse TPDFs reveal interesting space-time dependence, their ratio is found to be independent of time and obeys a DB-like relation. The experimental results are in good agreement with the theoretical predictions. This study thus provides a better understanding on how entropy is generated and heat is dissipated to the reservoir during a NESS transition process. It also demonstrates the applications of the two-layer colloidal system in the study of NESS transition dynamics.