Response variables in medical sciences are often bounded, e.g. proportions, rates or fractions of incidence of some disease. In this work, we are interested to study if some characteristics of the population, e.g. sex and race which can explain the incidence rate of colorectal cancer cases. To accommodate such responses, we propose a new class of regression models for bounded response by considering a new distribution in the open unit interval which includes a new parameter to make a more flexible distribution. The proposal is to obtain compound power normal distribution as a base distribution with a quantile transformation of another family of distributions with the same support and then is to study some properties of the new family. In addition, the new family is extended to regression models as an alternative to the regression model with a unit interval response. We also present inferential procedures based on the Bayesian methodology, specifically a Metropolis–Hastings algorithm is used to obtain the Bayesian estimates of parameters. An application to real data to illustrate the use of the new family is considered.